Best realtime data provider for E-Mini Futures and SPY

Discussion in 'Data Sets and Feeds' started by rudi20, Mar 19, 2020.

  1. rudi20


    I use Interactive Brokers and scalp the 1m chart. I am comparing with other chart providers to see if I can find a feed with more updates per second.

    Charles Schwab StreetSmart Edge

    I find Charles Schwab and eSignal update quite slowly, maybe 2-3 times a second on average - slower than TWS.
    ProRealTime has significantly faster updates; the candles move faster and seem to react sooner, and I find this is helpful in judging price action.

    I've heard that eSignal has one of the best feeds (although that could just be marketing bluff) so before I write it off, I was wondering if I was doing something wrong or mis-configued something. What are your experiences with eSignal?

    Are there any other data providers I should be looking at for low latency and high resolution real time data for S&P E-Mini futures and SPY?

    My servers are located in a datacentre and I RDP to see the charts, so bandwidth and processing power at my end is not an issue. My current datacentre is in the UK, although I could run from AWS US-East if there would be any advantage.
  2. ZBZB


    Cqg or TT would give you more ticks. In the past you used to hear about data providers that gave every tick slowing down or crashing when the market was busy but you do not hear those stories now.
  3. Dazz


    With all these claims of faster this, sooner that, low latency and high resolution, I presume you have not measured a thing and just blowing smoke?
  4. ZBZB

    ZBZB will give you more ticks, at a lower cost, and your choice of front end.
    Laissez Faire and rudi20 like this.
  5. Dazz


    how many more ticks? how much lower cost? Its like saying "you have an additive that increases gas mileage but don't by how much! Ridiculous.
  6. I'm happy using IQ Feed. Never had any issues, even in this environment.
    rudi20 likes this.
  7. rudi20


    You've got this backwards. If the differences were so small that they needed to be measured to be identified, then it wouldn't really matter. But when one data provider is noticeably ahead of the others and the price is obviously moving many more time a second, then no measurement is required.
  8. @ rudi20: May I ask what software you use as your frontend to see the charts on your side and which data center you use in the UK?
  9. rudi20


    Data centres:
    Zen (Rochdale) and M247 (Trafford Park)

    These are the feeds I actively use for trading:
    Interactive Brokers > Trader Workstation
    TradingView > Google Chrome
    ProRealTime > ProRealTime v11
    IG (CFD) > ProRealTime v10

    These are the feeds/charts I trialled and didn't like:
    eSignal > eSignal
    CQG > NinjaTrader 8

    My backup system, but I don't actively use it unless IB has an outage:
    Charles Schwab (Reuters) > StreetSmart Edge

    I may try IQ Feed with Ninja Trader based on the advice above, and I'm also going to try running from AWS US-EAST to see if that has any advantage.
  10. Thank you rudi20.

    What's your expereince with ProRealTime? Are you using it with IB Brokerage service? If so, are your assets in this case still wih IB or with Prorealtime? And how good is their data feed for Future trading? Do they provide tick data?

    I think IB is one of the safest broker if you have more than 250k in assets and therefore I don't want to swict. But I really dislike TWS and their data feed.
    #10     Mar 29, 2020