This question already has an answer here:
I have a number of time series which are derived of same underlying data. However, the data in each comes from a different source, so they may be slightly lagged or differently enriched but essentially representing the same underlying data.
Is it possible to find out if there is one of these series that is odd and severely delayed or out of line?
As an example, imagine you subscribing to market data for the same stock from 5 different providers and trying to find out which is running slow in a dynamic way. However, stock prices are very deterministic so that makes the problem slightly simplified. In my case I am working on data that doesn't have a single source to check.