Forgot to mention how I arrive at the figure - 1. the client app being Excel 2. all the common fields are transmitted 3. no matter how fast the computer is, the links almost always break down at >= 250 links. So the problem could be Excel (eating up 100% CPU) as oppose to eSignal's DDE link. In fact, long time ago, before eSignal has the current standard API, they have their old satellite/win98 period Data Manager capable of delivering data using binary DDE - and I can remember that it works very well at the time Lawrence NeoTicker
Do you know any data feed vendor who offer Data on Demand, and that offer also a separate future package? For example IQfeed if you want the eminidow 5$ quotes (given free from the CBOT) charge you 50$ for the equity feeds (even if you don't want them) 20$ future package... also esignal all toghether 75$ month. Do you know any vendor who gives this kind of data only for futures? good trading B_M_S