It appears the vendors who "time-sample" the data feeds are the most reliable. This includes Interactive Brokers and ThinkorSwim. I've been with the latter now for several months...never a delay, never an outage (except for that crappy eCBOT data service - not their fault !). I am also testing Man Financial's emini feed using StrategyRunner....whew, it's fast as heck. Not sure about reliability....yet. Keep in mind, the time-sampled vendors are not good for high-frequency trading / scalping systems....they "consolidate" ticks and volume....so you don't get the "realtime" picture. But if your average time-in-trade is over 1-2 minutes, you won't be missing anything.