I have become interested in monitoring Data Feed delay in NinjaTrader and comparing Rithmic to Continuum delay. Is Rithmic worth its fee? Created and posted two Indicators to the NT Support Forum - NinjaScript File Sharing - V7 Indicators:
Visual Confirmation Receiving Trade Info On Data Feed
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Data Feed Monitor
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These Indicators can measure delay on data from any Real-Time Data provider that has a Native (exchange provided) Timestamp. For a comparison of providers see NinjaTrader Help Topic: Historical & Real-Time Data. Check column Real-Time Timestamp if you are not using Continuum or Rithmic. It must be Native to measure delay. Visual Confirmation Receiving Trade Info On Data Feed Indicator will show trade arrival with or without Native Timestamp.