Registered: Mar 2007
08-12-12 09:10 AM
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.