NexusFi: Find Your Edge


Home Menu

 





MBTrading Data Error-Lag


Discussion in Brokers

Updated
    1. trending_up 3,911 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 3 posts
    2. attach_file 12 attachments




 
Search this Thread
  #1 (permalink)
 
Sad Planet's Avatar
 Sad Planet 
Mossel Bay-South Africa
 
Experience: Intermediate
Platform: Sierra - MetaTrader 5
Broker: ActivTrades - Amp/Rithmic
Trading: Futures and FX
Posts: 62 since Aug 2010
Thanks Given: 18
Thanks Received: 38

Has anyone experienced any issues with the data from MBT? Over the last couple of weeks I've noticed the following:

1) Differences between tick based data and time based data, see the four white background charts. All four charts are MBT data.
2) Lag when comparing MBT to Optimus, see the T&S and L2 shots. (The comparative time on the NY clock would be 13:07.)
Notice how the time and volume do not match in the first six shots when the pit session is open but do coincide once the session is closed and volume and volatility have dropped off. (Most of the times are EST +6).
The T&S window on the left is Optimus and the L2 is MBT. (At one point the volume is off by over 1000 contracts).

Please let me know if the screen-shots are confusing.


Attached Thumbnails
Click image for larger version

Name:	Data1.png
Views:	249
Size:	74.1 KB
ID:	37744   Click image for larger version

Name:	Data2.png
Views:	272
Size:	73.5 KB
ID:	37745   Click image for larger version

Name:	Data3.png
Views:	291
Size:	68.7 KB
ID:	37746   Click image for larger version

Name:	Data4.png
Views:	274
Size:	68.3 KB
ID:	37747   Click image for larger version

Name:	Time.png
Views:	279
Size:	63.7 KB
ID:	37748   Click image for larger version

Name:	time-data.png
Views:	269
Size:	38.2 KB
ID:	37749   Click image for larger version

Name:	time-data2.png
Views:	253
Size:	66.7 KB
ID:	37750   Click image for larger version

Name:	time-data3.png
Views:	262
Size:	23.4 KB
ID:	37751   Click image for larger version

Name:	time-data4.png
Views:	253
Size:	28.1 KB
ID:	37752   Click image for larger version

Name:	time-date5.png
Views:	253
Size:	29.0 KB
ID:	37753  

Click image for larger version

Name:	time-data6.png
Views:	263
Size:	29.6 KB
ID:	37754   Click image for larger version

Name:	time-data7.png
Views:	266
Size:	32.3 KB
ID:	37755  
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
CFTC Requests Tag 50 Trader Identity Data From CME and I …
Traders Hideout
CFTC Rewrites the Rulebook -- Kalshi Cracks $1B Non-Spor …
Prediction Markets & Event Contracts
Energy Futures Shatter All-Time Daily Volume: 8.3 Millio …
Commodities
More Than Capable: Hegseths War Warning Validates $114M …
Prediction Markets & Event Contracts
One Wallet Made $200K in Hours: AP Probes Polymarket Cea …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
21 thanks
2026 Jlab journal
10 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Lady Vols Primer: Trading Volatility Journal
6 thanks
Trying to learn Volume and price action correlation
5 thanks
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557


I think what you are seeing is "normal" and shows that some broker feeds are not all that great. I believe MBT data feed was mentioned here, check:



If not you could post your findings there and see if anyone else can duplicate.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Reply With Quote
  #4 (permalink)
 
Sad Planet's Avatar
 Sad Planet 
Mossel Bay-South Africa
 
Experience: Intermediate
Platform: Sierra - MetaTrader 5
Broker: ActivTrades - Amp/Rithmic
Trading: Futures and FX
Posts: 62 since Aug 2010
Thanks Given: 18
Thanks Received: 38


Big Mike View Post
I think what you are seeing is "normal" and shows that some broker feeds are not all that great. I believe MBT data feed was mentioned here, check:

If not you could post your findings there and see if anyone else can duplicate.

Mike

Thanks Mike.


Started this thread Reply With Quote




Last Updated on May 5, 2011


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts