We use Scrum. We have a month long sprint. In the beginning of the sprint we estimate tasks from the backlog and then depending on what capacity we have, we add tasks to the current sprint.
However, the nature of our work is such that (we develop stock market connectivity solutions) we often have to wait for long periods of time (sometimes half a day, and almost 2-3 days in extreme cases). This happens because the stock exchange might have screwed up something on their side, they might not have communicated something because of which something broke on our side and we are trying to clarify it with exchange, exchange might be late on delivering some functionality which ends up creating delays on our side.
The problem is that, let's say there was a task X for which I estimated Y hours. Now I started working on X, but after some time, I am required to talk with the exchange people and they are late to response. Now the time taken to complete X is not Y, it is Y + Y'.
How (or where) do I account for Y'? Technically, it still took me Y amount of time to complete the task. The time Y' was basically spent idle. (I generally use Y' to do several things like writing some scripts that improve productivity .. some trials to see if I can improve latency of the product, etc). My manager knows this and he is more than happy with the situation. However, from the Scrum/Agile point of view, I face trouble. How do I fix this situation?