I am streaming real-time (single) trades with API v2 using myConnection.subscribe_trades() (from alpaca-trade-api-python). I am currently getting an average latency of 1.22 s.
What typical latency are you getting?
I remember getting as low as 200 ms with Polygon.io. Am I missing something?
How are you measuring? What two timestamps are you diffing?
@alfredwallace728 One can check the ‘latency’ of the trade data by subtracting the ‘participant_timestamp’ from your system computer time. The key however is to synchronize your computers clock with time.nist.gov. Once that is done, most users see latencies of 150-300ms.