=== SUMMARY ===
- Post compares live data feed latency between Massive and Databento, finding Massive had significant latency spikes >500ms, up to 1s+, while Databento maxed at 35ms.
- Author's thesis: Massive's websocket feed quality is poor and statistically unreliable for latency-sensitive algo trading, causing regret over their purchase.
- Quality assessment: This is empirical testing / product review, not market speculation; it is useful operational DD for data vendor selection but has no direct market thesis.
=== SENTIMENT ===
NEUTRAL
=== TRADE IDEAS ===
No actionable trade ideas in this post.
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▶ Полный текст поста
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.