I am looking for a realtime data provider which is not too expensive, so no Bloomberg or Reuters recommendation please, for providing realtime data on CME exchange. It needs to be very rich on tick data with non-aggregated datafeed so a lot of unfiltered ticks are required for my analysis. What would you suggest especially when I would use it with Ninjatrader or Sierra Chart ? IQfeed ? The problem with Rithmic I have it is not the best on rich tick data, I often get huge mismatches between incoming realtime data and then later downloading historical tick data. That should not be. Of course I also believe you get what you pay for, but what choices are here for good mix of quality and data cost ?
On DXfeed when I go to website they are advertizing about aggregated data, but I need non-aggregated non-filtered data. Do you think esignal is better then IQfeed or not and why if ? Because the pricing of both are very similar. Usually most do recommend IQfeed over esignal. " DTN iQFeed Non Executable Feed While many market data products provide a snapshot of real-time data - or use protocols that are less likely to delivery every tick, IQFeed provides a TRUE, tick-by-tick datafeed. IQFeed feed is completely unfiltered, allowing you to see EVERY TRADE the exchange sends in real-time. Because many symbols trade dozens of times per second, you could be missing more than 50% of the actual trades with your current service!"
How about a Nanex CME feed? At what price point are you looking for a quality unfiltered CME feed? This is both a shameless sales pitch but also a sales research question for us.
This was a capability >14 years ago. Costs for servers, storage and bandwidth have come down dramatically since then. So ideally less than $30/mo...?