Best Futures Higher End Data Feeds

Discussion in 'Data Sets and Feeds' started by AMT4SWA, Oct 1, 2009.

  1. BTW, for a reference point.....NXCORE is around $500 a month which is a heck of a good deal. :)
  2. Rithmic / Zen-Fire.

    Free if you have an appropriate account (Mirus etc.). You CAN ask for a complete feed.... it is network heavy though. If you put a server in their location.... this is not an issue. I work on software now to start next week that will collect futures quotes - all of them for example on CME.

    Note that this is a small aprt - CME has in Rithmic about 400.000 symbols, with all options etc. Crapping the spreads and options cuts that down significantly.

    Time resolution is microsecond ;)

    Good alternative it seems.
  3. Right....I am familiar with this set up since I use Investor RT!

    Thanks for the info. :)

    "Linn Software is also working with Zen-Fire/Rithmic to enable Investor/RT clients who have a Zen-Fire/Rithmic brokerage account to trade directly from Investor/RT. The Zen-Fire/Rithmic implementation is largely completed and is now undergoing internal testing; beta testing will begin later in the Version 10.0 beta testing period. The improved Investor/RT trading simulator supports the identical order actions and order types as the Zen-Fire/Rithmic implementation. Potential users can test the new trading features using the trading simulator and easily change trading order destination to Zen-Fire or Rithmic when support becomes available later in the beta testing period. See Item #1 below for more on Zen-Fire/Rithmic. Users interested in beta testing the Zen-Fire/Rithmic software please contact Linn Software."
  4. AMT, I've got demo from them... I am now question whether NxCore provides more granular data than CQG...

    Althought the price is good for the data their 12 mo contract is a bit of obligation... I dont want it unless I am 100% this is the best deal on the market...

    How did you resolve this question for yourself? Could NxCore be simply a wrapper to IQFeed with better timestamps?
  5. NXCORE feed is very good imo with some unique features over regular DTN.IQ feed, and the typical excellent data time stamping format that DTN uses. The KEY though imo is to find a group that has A LOT of experience with data feeds of exceptionally low latency. The KEY is having the proven experience/expertise in parsing higher end feeds in the most efficient manner currently available (almost more important than the feed itself).

    BTW, you don't need to try and copy what UB is doing since it is not as robust as presented (the TI indications in the data flow that is.....overrated). There are much more important things to do with the parsed data feed information for finding very robust intraday set ups (that can be used for solid ATS trading).

    My advise is to concentrate on the expertise in handling feeds (those who do this for a living) and NOT on the data feeds themselves for whatever you want to build.....they will show you what you need. :)
  6. That what I do :) I am actually one of the guys who can handle multithreaded apps of such high level. So I am trying to exploit it exactly as you said ;)

    I never read UB threads. I have no idea of what his pictures represnt... Although I agree with him that most (not all) "traditional" TA is rubbish novaday.. But you know I like CVD :) ... So UB is just a lonely guy I dont envy him neither I want to copy or anything :)

    Re NxCore - I can share some information on that off-line if you are interested.
  7. iqfeed

    iqfeed DTN

    No. NxCore is a completely different delivery method, protocol, technology than IQFeed. NxCore is much more lightweight than IQFeed from a bandwidth and processing standpoint providing the ability to delivery a full market feed as opposed to a limited symbol watch list like IQFeed. Details on NxCore, including the full API documentation can be obtained at
  8. Thank you. Yes I figured that out already.
  9. When was this service launched?

    the $500/mth for platform and nxcore feed? are exchange fees additional?

    how many ex's do you use for $ 500? thx
    #10     Mar 24, 2010