Best Nymex & ICE Data supplier

Discussion in 'Data Sets and Feeds' started by Papa Lazarou, Oct 9, 2012.

  1. Hi,

    I currently use CQG as a charting package, but have been disappointed with the quality and accuracy of their energy data; particularly when it comes to contract volume data.

    I am potentially looking to switch to a new charting package, but appreciate that some don't have their own data feed, and that I need to subscribe to a third party for my data.

    So my question is this.... What is the best data provider for ICE Futures Europe, and CME Nymex / Globex? I need all exhange outrights, exchange spreads - the lot. So not just CL flat price, I need every energy contract and the entire spread curves, contract volume data for each one, including sufficient data to show whether the bid was hit or the offer lifted when volume prints.

    Any recommendations would be appreciated.

    Cheers
    Papa.
     
  2. 2rosy

    2rosy

    you can get the data directly from the exchange
     
  3. Hi 2Rosy,

    Thanks for your reply. Is that for both Globex & ICE Europe?
     
  4. try platts. they're the best know source for energy data other than from the exchanges. you can get them on bloomberg too.
     
  5. Hi,

    I mean historical and live chart data feeds.

    I'm not sure Platts do this?

    I was thinking more on the lines of DTN.IQ or eSignal etc.

    I just wondered if there were any data feeds that people could recommend as being particularly reliable for CME Nymex and ICE Futures Europe contracts.

    2Rosy mentions getting data directly from exhange, but I'm not sure if they have direct data feeds for end users to just plug charting packages into?
     
  6. There are others similar to CQG:

    Trading Technologies XTrader
    CTS T4
    Rithmic

    also Tradestation especially for intraday historical data spanning many years.
     
  7. Futuresource
     

  8. CTS T4 is remarkable for execution, and is a great value. Offered through most clearing FCMs.

    You can get data and streaming charts for about $25 per month, added on.

    If you want something else, check out DTN Prophet X. I've used them before to chart spreads and find their software very useable.

    May run you about $399 per mo.

    GL!
     
  9. Thanks guys,

    I execute direct through the exchange platform (webICE) and use TT xTrader for Nymex and inter exchange stuff.

    I am basically just after a fast, high quality, reliable data source (to use with a charting package that doesn't have it's own data).

    Does anyone have anything good / bad to say about DTN.IQ?

    Thanks
    Papa.
     
  10. Futuresource: curves, grids, spreads, options, charts...

    I trade on CQG and use FS for charts/curves.

    http://i.imgur.com/1MU59.png
     
    #10     Oct 10, 2012