Currently I use tradestation for market data, and I've realized that there are many many gaps in the tradestation data. Is eSignal the same way? Does eSignal provide tick data?
I don't like e-signal for market data because they don't integrate all the ecn books under one screen. They've got one screen for arca and another for inet. When you are trading you don't have time to keep flipping through market data screens - makes no sense. It is so much easier to have all data on one screen - all the ecn books and MM quotes. This was the situation about 3 months ago. If they've updated to correct this problem then my apologies to e-signal. However, I seriously doubt that they have changed their market data presentation.