Amibroker users - what about your data feed?

Discussion in 'Data Sets and Feeds' started by FanOfFridays, Dec 17, 2008.

  1. I have a question for Amibroker users who are watching the markets in real time. I had an eSignal feed for the past few years but I got sick of the crap data and the even crappier customer service, for which I was paying about $200/month. I closed my account because I found out that Tomasz was developing a plug-in for the CQG data feed. I was disappointed to find out a few weeks back that I cannot use the CQG data-only product since I do not get the API with it (this is my understanding after talking to CQG - I need to subscribe to the CQG Pro service which is $600/month).

    This is the problem with having done so much work in Amibroker. I don't have the desire or even the coding skills to get all my work ported over to another platform that might allow me some flexibility in terms of which data feed I am using. I tried DTN/IQ but the feed was just not ready for prime time at all. It's badly lagging, I'm forced to pay $34 for the TSX Venture exchange data if I want the main board (crazy policy) and it's not exactly a seamless hook-up with Amibroker.

    At this point, I'm just appealing to Amibroker users to find out whether there is some solution I'm missing out on. If I can't figure something out, I'm going to have to 'fess up for the CQG Pro feed. If I were in front of the screens every day, I'd feel better about it, but I'm not.

    Thanks for any comments
  2. sorry to say i havn't found a better solution.

    i tried iqfeed 3 or 4 times over the last 3 or 4 years due to my dissatisfaction w/ esignal (pricing more than performance) and always dropped it due to performance issues. so... i have stuck w/ esignal for my amibroker work. (autotrading).

    I also have a tradestation account i use for real time discretionary watching/trading because the amibroker real time data window was / is just not flexible enough for me.

    there is an amibroker forum on yahoo that could provide other thoughts...
  3. Yep, the issue with eSignal for me is also pricing. I could probably accept the occasional data quality issues and crap service if the pricing weren't so out of line. It's really unfortunate that I need the API to get the CQG data into Amibroker because the cost difference isn't that big between it and eSignal, especially when you consider the data quality and customer service.

    I used to frequent the Yahoo boards. I guess I'll check in there and see what guys are saying recently. Thanks for the response.
  4. hylt


    What guys are saying recently in the Yahoo board?
  5. snackly


    What do you mean IQ is lagging and not ready for prime time? This is the first I've heard of this. Do you have any more evidence of this or is this a single case with this single exchange? Generally they have gotten very good reviews for the price. I have been happy with them. I would love to hear more details however if there's something wrong here.
  6. bluedemon77

    bluedemon77 Guest

    I've tried IQ Feed and eSignal a few times each and I've been disgusted with the lagging data. I don't know if it has to do with the AmiBroker plug-in or the data itself, but I've encountered situations where the data freezes and then catches up all of a sudden. I can't see paying every month for that. Right now I have no interest in stocks and I'm only trading ES futures. For that, IB's data is fine--fast and reliable with an occasional hiccup like a missed or delayed tick. And you can't beat the price--free. The only downside is the limit on backfill for tick data, which is a bitch when the connection goes down and I lose 1/2 day of data. I work around that problem by saving my database every 4 hours. If I need to start watching stocks again, I'll take another look at IQ feed to see if it's gotten any better. I think they've started filtering bad ticks, which is a welcome improvement. eSignal is too expensive and not any more reliable in my experience than IQ feed. For now, IB data is the way to go.