Forums - recommend a good data provider with bid ask backfill

HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US

Your Account • Become a Member • Help • Search

	Forums ›› Tools of the Trade ›› Data Sets and Feeds ›› recommend a good data provider with bid ask backfill

cwl18

Registered: Mar 2007
Posts: 43

08-12-12 09:10 AM

hi,

I am currently using zenfire to collect my data, they dont have a backfill options so if there is some reasons i miss the data, the data is lose for good. also i notice there is some missing ticks occur, without a backfill, there is no way i can confirm and check my data integrity.

can anyone recommend a good data provider (futures) with ticks, bid and ask level, and a backfill (1 day is good enough), an API connection so i can collect my own data and reasonably priced. Bonus if they clean the data for bad ticks so i dont have to clean it myself. i can consider a broker if it is good.

thanks

Edit/Delete • Quote • Complain

NetTecture

Registered: Mar 2009
Posts: 1018

08-12-12 02:39 PM

Good question. This is the reason I was moving to Nanex.

Edit/Delete • Quote • Complain

cwl18

Registered: Mar 2007
Posts: 43

08-13-12 06:53 AM

nanex is good? can you tell me more why it is good? how much am i looking at to subscribe it?

Edit/Delete • Quote • Complain

cwl18

Registered: Mar 2007
Posts: 43

08-24-12 08:56 PM

noone else have any good feed?

Edit/Delete • Quote • Complain

NetTecture

Registered: Mar 2009
Posts: 1018

08-25-12 08:03 AM

Quote from cwl18:

nanex is good? can you tell me more why it is good? how much am i looking at to subscribe it?

I pay a little over 800 USD per month, getting all CME Group exchanges full feed.

it is good because it is COMPLETE - ALL options published, all data, all ticks, all corrections, lots of relevant metadata (trading hours, for example).

Edit/Delete • Quote • Complain

cwl18

Registered: Mar 2007
Posts: 43

08-28-12 04:06 PM

thanks, i will investigate more into it

Edit/Delete • Quote • Complain

Receive an email whenever a new post is added to this thread by subscribing to it.

Rate This Thread:

Forum Jump:

Conduct Rules - Privacy Policy - Day Trader - Day Trader Forum - Best Trading Software - Sitemap

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures Futures Brokerage & Clearing AMP Global Clearing Futures and FX Trading Bright Trading Professional Equities Trading CTS Futures Trading Software DaytradingBias.com Professional Trading Analytics ECHOtrade Professional Trading Firm	eSignal Trading Software Provider FXCM Forex Trading Services Global Futures Futures, Options & FX Trading Interactive Brokers Pro Gateway to World Markets JC Trading Group Direct Access Trading MB Trading Direct Access Trading	MultiCharts Trading Software Provider NinjaTrader Trading Software Provider OANDA Currency Trading optionshouse Option Trading & Education Questrade Canada's #1 Online Broker Rithmic Futures Trade Execution Platform	SpeedTrader Direct Access Trading SpreadProfessor Spread Trading Instruction thinkorswim by TD Ameritrade Direct Access Trading TradersStudio System Building & Backtesting Trading Technologies Trading Software Provider Trend Following Trading Systems Provider