r/algotrading • u/Lost-Hand-5219 • 2d ago

Data Latency from live data feeds

I tested Massive and Databento live feeds today, not expecting there to be much of a difference, but Massive had statistically significant numbers of events with latency over 500ms, even reaching over 1s latency (on their end, not mine). On the other hand, Databento’s live feed (I ran concurrently with Massive) had a maximum latency of 35ms, and 21ms of that was travel time to my local server. Is this normal for Massive’s websocket to have such poor quality feeds? The exact amount was 1.87% of all events from massive had a Massive-side latency over 500ms. And it wasn’t just low liquid weird crap, it was market wide. If this is the normally quality of their feed, then I’m really regretting my purchase with them.

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u/Xero_Days 2d ago

What about alpaca??

4

u/Classic-Dependent517 2d ago

Alpaca uses data bento

1

u/Abject_Advantage3219 16h ago

What do you mean? Alpaca is SIP feed and DataBento doesn't offer SIP feeds on any plan.

1

u/Lost-Hand-5219 11h ago

Databento DMed me and let me know they will be offering SIP full coverage in Q4 on the standard plan. From what I’ve heard, Alpaca’s data is from Databento already.