Attention day traders seeking low latency execution and accurate data! We are happy to announce the successful integration of the dxFeed data feed into Optimus Flow, a trading platform for Futures traders who need to see: Full Market Depth Accurate Tick Data Measurable latency for execution Orders execution with trailing stops, multiple targets and time stops Trading from the charts Above all. It has a free version that would meet most trader’s needs. dxFeed now powers Optimus Flow with: Real-time and historical market data for futures from CME, NYMEX, COMEX, CBOT, and Eurex Top of Book (real-time and historical Best Bid, Offer and Last Sale market data, known as Level 1) Full Market Depth real-time data Multiple data subscription options aim to increase freedom of choice: Every trader can subscribe to a single market or save costs buying data packages. Prices start from $19 per month. Optimus Flow has a full suite of tools and features for volume and profile traders: VWAP, Market Delta, Imbalances, Heatmap and Time Statistics. Now dxFeed can fuel these features directly from the CME so you can trade liquid markets such as ES, MES, NQ and MNQ as well as other liquid futures contracts. Above all, use the dxFeed to test your method with simulated trades whenever you need to rewrite your method and program. Your simulated trades are non-expiring as long as you are subscribing to dxFeed. Subscribe to the dxFeed data feed here. Here's how to register for dxFeed and connect to data on Optimus Flow:
AMP CME bundle market depth: 30/mo vs 99/mo yours AMP CME bundle top of book: 4/mo vs 39/mo yours I could add IBKR to comparison too. See no reason why anyone would pay for your inflated price feed?
Hello zenlot, AMP, as well as IBKR, are brokers, this dictates their pricing model. dxFeed is an institutional grade data vendor. We have our own low latency redundant delivery infrastructure. We are receiving data directly from exchanges through redundant channels in CH1 and NY4 Equinix datacenters, what speaks for high quality of the data.
Hello labadiemuriel, Feel free to contact dxFeed Support or Optimus Futures Support if you have any outstanding questions. We'll be glad to help!
You can get various providers data via AMP, and the prices I've listed are for CQG data. I understand that you're data only provider, but you having your servers in DCs doesn't give much of advantage anyways, as until it reaches retail client it's already "delayed" if you look through low latency spectrum. Though retail doesn't have any chance in there anyways, and those who care about latency would have their own servers co-located getting data directly from the exchanges. So in short, no competitive advantage for significantly higher prices.
These are not CQG Fees. They are for CME data charges that are applicable to anyone who wants levels 2 data regardless of the data feed. You can use CQG, TT, Rithmic, or CTS and the same fees will apply. Your statement is inaccurate. Location does make a difference in latency, and while there is always a certain lag, dxFeed provides low latency data that you can test your methods with and rely on when you trade. If you try to compete with low latency HFT methods that require subpar milliseconds and those who host their equipment on the exchange, you would be at a disadvantage. You should choose time frames and frequency that you could compete with. Data provider that provides execution as well do not make their money from data subscriptions per se, rather routing fees that they attach to each trade transaction. Therefore, your comparison is a bit unjustified and unfair considering that many traders due rely at times on external accurate data for different asset classes (like dxFeed) while they use execution routing through their broker of choice. I do not think that dxFeed would grow to the size they are at if their provided no value.
1. Exactly, this is why price is unjustified. 2. You shifted my statement, and turned to talking nonsense. I didn't say that location doesn't matter, I've said that until it reaches retail side it's already delayed, and it's already too late to execute or compete in "low latency" sphere. And you understand that, just playing the ball here. 3. You do not choose timeframes where you compete. It's either low latency, or it's too late and you're back to systematic trading. And it's always too late for retail, thus no need to pay for inflated prices. 4. - completely unrelated to this discussion. And size doesn't really correlate to value in general. Thus, for someone who wants reliable data playing in retail space, get few feeds via AMP, for whatever provider CQG, Rithmic etc... and use it for your own good. As there's no reason for anyone to overpay for dxFeed's inflated prices.