Interpreting Gaps and Delays in CTP Tick Data

Summary

This forum exchange asks whether live CTP market data is delayed or missing because observed tick arrivals sometimes occur less often than twice per second, and local receipt times differ from the timestamps carried by the ticks. A respondent points out that a less active futures contract may not produce a new tick at every expected interval. The questioner says the data is live and mentions a copper contract, but the thread does not resolve whether the longer gaps are normal or caused by a feed or connection issue.

The useful distinction is between a feed's delivery timing and the market's event rate: ticks represent market updates and need not arrive on a fixed schedule. The reported local-to-event time difference is raised but not assessed. The exchange offers no diagnostics, measurements, or confirmed explanation, so it cannot determine whether the observed gaps reflect low activity, latency, or data loss.

Key ideas

• Tick updates are driven by market events and may not arrive at a fixed interval.
• A quiet futures contract can have gaps between ticks without implying a data-feed failure.
• The post raises a difference between local receipt time and tick timestamp but does not assess it.
• The exchange gives no diagnosis of the longer gaps or evidence to distinguish inactivity from latency or missing data.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.