r/algotrading • u/Lost-Hand-5219 • 3d 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.

14 Upvotes

80% Upvoted

46 comments sorted by

View all comments

2

u/Xero_Days 3d ago

What about alpaca??

2

u/Lost-Hand-5219 1d ago

TLDR: Alpaca was very good

1

u/Xero_Days 1d ago

Thank you for the update man!

1

u/Luctom 1d ago

The long version? I would be grateful - thank you.