Best Data Feed for ES

Discussion in 'Data Sets and Feeds' started by mrmoose63, Jan 17, 2005.

  1. And I use it with Ensign, which in my opininion is the best software out there. You can do anything with it, and its easy to use. No backtesting though, but I don't need this anyway.

    Anyway, I previously used Esignal and Futuresource. IQfeed is exactly the same for speed.

    Bad data. Yes they have bad data at times, but it affects me maybe twice per month, and never intraday while I am trading. Sometimes the daily charts have incorrect figures, and you cannot edit them until DTN stops broadcasting the bad data. Usually they are on it pretty quick, but they had problems with their ES daily data for several days right around New year's, maybe late December.

    That said, I have yet for the data to crash on me, which happened on several occaisions with esignal.

    Don't even think of using FS until they fix their bandwidth issues. The program will take 5 to 10 times the RAM that Ensign/IQfeed will. I had to cancel my sub there just a few months ago because the program kept pegging my CPU at 100%. I use about 5 to 10% CPU with my current setup, running the exact same charts.

    FS is fully aware of this problem, but they told me its going to take awhile to fix. Their salesmen won't admit to this, but all their tech support people do. They are awfully good about giving refunds though.

    Jay
     
    #11     Jan 17, 2005
  2. Magna

    Magna Administrator

    I was looking into the IQ feed and was liking what I saw until someone pointed out that it doesn't offer continuous contracts. As I trade futures it's essential for me so that there's a smooth transition between the crossover dates on larger timeframe charts (for price and any indies). On a 1m or 5m chart it wouldn't make any difference.
     
    #12     Jan 17, 2005
  3. IQFeed is working on adding continuous contracts in the near future
     
    #13     Jan 17, 2005
  4. Magna

    Magna Administrator

    Thanks Jerry. For instance QCharts (which I don't use) has been "working" on adding continuous contracts for over 2 years now, so I don't believe any software-delevoper promises until they're at least in beta.
     
    #14     Jan 17, 2005
  5. Actually, it is in beta. The continuous symbols work for Level I and intraday backfill. EOD backfill is not done yet. For example:

    @ES#

    Nice feature.
     
    #15     Jan 17, 2005
  6. Magna

    Magna Administrator

    Jerry, thanks for the update as I wasn't aware of that. Strange that I spoke to their salespeople just a couple of weeks ago, stressed that it was important to me, and they didn't even mention it was in the works, much less already in beta. The sales manager needs to work on their team. :)
     
    #16     Jan 17, 2005
  7. I tried to get the continuous contract from QCharts on ES and got nothing...

    When I pulled up the symbol ES on qcharts all I got was a blank chart. :(
     
    #17     Jan 17, 2005
  8. Absolutely agree with this. I called them 3 times, and got 3 different answers.

    Continuous data was an issue with me also. If you combine IQfeed with Ensign, you get 10 years continuous, which is nice, but hardly enough as we are hitting levels not seen in nearly 20 years in some contracts.

    To get more than 10 years, you have to purchase 3rd party data such as CSI, Pinnacle data, etc.

    Or pay for CQG or FutureSource (may be others).

    Jay
     
    #18     Jan 17, 2005
  9. Sales is not likely to know of such new back-end features until they have been in beta and are about to go production. The feature is not publicized yet because as I mentioned - its not yet implemented for EOD data, which is where continuous contracts play a bigger role. It is still being tested.

    QCharts and IQFeed/DTN are totally unrelated. QCharts is not a DTN/IQFeed product. Its from Lycos/Quote.com and as far as I know they do not have continuous contracts.
     
    #19     Jan 17, 2005
  10. Jerry,

    Look here for the Qcharts continuous contract feed info -- it is in beta...
     
    #20     Jan 17, 2005