Vote for your best realtime feed WITH an API. Know of any that are faster than Realtick? Im currently a Realtick user, using their api's to get realtime feeds for equities. Seems pretty good, know of anyone faster? IB doesnt allow enough symbols, and is still not as good as Realtick. Any IQFeed users out there? Feedback? Anyone else? Modulusfe maybe? peace axeman
Hello, on Realtick: this feed is priced prohibitively expensive for me, which is the reason why I chose IQFeed. The NAQ feed (in combination with the Modulus API) would be an interesting option for me, though. Therefore I'd be interested in feedback regarding the NAQ feed. As far as IQFeed is concerned, on the plus side I'd like to mention IQFeed's high symbol limit, even though I don't use 1,200 symbols simultaneously, right now my requirement is something around 300 symbols simultaneously. The availability of the API was a decisive factor for me when I subscribed to IQFeed. At present, however, I have not purchased the IQFeed API yet, mainly because the charting and backtesting application I use would need accurate/clean historical intraday data with spikes resulting from mistrades filtered out in the historical intraday data. IQFeed currently does not meet this requirement!!! Mistrades that get later busted by the exchanges happen frequently in the most liquid stocks trading on Nasdaq such as INTC, MSFT, JDSU etc., making IQFeed's historical intraday data often useless for charting. See also the thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=29282 I'd be very satisfied with IQFeed if DTN finally implemented the overdue filtering mechanism.
Raw data without filtlering is FINE with me. I prefer my own filtering anyway. IQFeed lagging in fast markets worries me. How is it during the NYSE open? I wonder if it is less or more laggy than Realtick right at the open. peace axeman
I would test the live IQFeed right away if they didnt charge me $300 up front for the developer API just to find out Realtick is better...hmmmm... peace axeman
Raw data is fine for live streaming quotes. But for historical minute data? How can you implement your own filtering? It's not possible! If you retrieve a historical minute bar during backfilling, you don't know if this bar includes mistrades. And even in those cases where you definitely know that the historical minute bar is not correct, there is no way to correct it. Unless of course you do all the tick aggregation yourself. But this approach would require downloading and storing tick data (not minute data) for all listed stocks, even for stocks that you don't really follow. And secondly, even with downloading historical tick data, you don't know whether a tick is a valid trade or a mistrade because IQFeed's data doesn't include the notifications sent by the exchanges when trades were busted. Thirdly, the timestamps in IQFeed's tick data have poor resolution, ie. no seconds but only minutes (if I'm imformed correctly). For stocks that I rarely follow, I clearly prefer to download only historical minute bars instead of tick data and this only when I really need the historical data.
Axeman, eSignal has a real-time feed and varying levels of scripting languages and API's, along with a 30-day risk-free trial. Documentation on our Desktop API is available at this File Sharing site. Feel free to peruse it to see if it meets your needs.
Thanks... I'll look into it. Now tell the truth, how much slower is the Desktop API versus the Standard API your commercial users get to use ? Is there any reason individuals cant use the Standard api which is a direct connect to your quote servers? peace axeman
@JayF_eSignal: I'm interested in eSignal + the desktop API as alternative to DTN.IQ/IQFeed and would like to know what eSignal's approach regarding mistrades/busted trades is. I'd appreciate very much answers to the following questions: (1) Do data feed vendors such as eSignal get notifications by the exchanges after trades are busted or re-priced? (2) If the answer to question (1) is yes, does eSignal adjust the historical intraday data by filtering out bad ticks? If the answer to question (1) is no, does eSignal employ any other filtering approach regarding historical intraday data? P.S: I know that eSignal offers a risk-free trial, but instead of just looking at the data, I'd appreciate very much a statement what eSignal's policy regarding bad ticks/mistrades is. Thanks in advance.