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Papa Lazarou
 

Registered: Aug 2008
Posts: 131

 

10-09-12 11:20 PM

Hi,

I currently use CQG as a charting package, but have been disappointed with the quality and accuracy of their energy data; particularly when it comes to contract volume data.

I am potentially looking to switch to a new charting package, but appreciate that some don't have their own data feed, and that I need to subscribe to a third party for my data.

So my question is this.... What is the best data provider for ICE Futures Europe, and CME Nymex / Globex? I need all exhange outrights, exchange spreads - the lot. So not just CL flat price, I need every energy contract and the entire spread curves, contract volume data for each one, including sufficient data to show whether the bid was hit or the offer lifted when volume prints.

Any recommendations would be appreciated.

Cheers
Papa.

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2rosy
 

Registered: May 2012
Posts: 335

 

10-09-12 11:27 PM

you can get the data directly from the exchange

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Papa Lazarou
 

Registered: Aug 2008
Posts: 131

 

10-09-12 11:32 PM

Hi 2Rosy,

Thanks for your reply. Is that for both Globex & ICE Europe?

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FrankSlaughtery
 

Registered: Aug 2010
Posts: 810

 

10-10-12 02:29 AM

try platts. they're the best know source for energy data other than from the exchanges. you can get them on bloomberg too.

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Papa Lazarou
 

Registered: Aug 2008
Posts: 131

 

10-10-12 10:55 AM

Hi,

I mean historical and live chart data feeds.

I'm not sure Platts do this?

I was thinking more on the lines of DTN.IQ or eSignal etc.

I just wondered if there were any data feeds that people could recommend as being particularly reliable for CME Nymex and ICE Futures Europe contracts.

2Rosy mentions getting data directly from exhange, but I'm not sure if they have direct data feeds for end users to just plug charting packages into?

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comintel
 

Registered: Jun 2008
Posts: 1077

 

10-10-12 11:54 AM

There are others similar to CQG:

Trading Technologies XTrader
CTS T4
Rithmic

also Tradestation especially for intraday historical data spanning many years.

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