Ensign has second-based charts - but it's far from the best when it comes to automation (even though, this is the platform that I currently use for my automated trading systems)
Do you have any idea how they clean up the data? Meaning what criteria they use? Because if you look over tick data, some prints are very obviously late reports or just bad ticks as they lie, say .40, away from the current bid/ask spread. And also there will be a tick that shows 1 million shares go off when, in reality, not nearly that many traded at that moment. Things like that drive me nuts because they would screw up my algo idea. I realize that perfect data is impossible but I know there must be better options than Esignal.
Costs are certainly a concern however its more important to me that the data is sound. I once spoke to someone at IQ.feed and was told that the costs are comparable to esignal's monthly costs....any truth to this?
I don't use seconds / tick charts...I've played around with them in the past on NinjaTrader and I didn't encounter any problems...their data seems reliable imo....