It seem like IQ Feed is better than eSignal in term of price. How do we check whether IQ Feed filter the data ? Does IQ Feed provide Contract bar/Volume bar ?
NinjaTrader connects directly to DTN (IQFeed technology company) servers for the feed. With IQFeed, there is a client-side DLL sitting in the middle of your code and the servers. So, it's not just re-selling IQ, although the data is the same. Would be really nice if Kinetic could be used for custom software too (hint, hint) but I guess NinjaTrader wants to protect the investment they've made with DTN and DTN don't want to lose IQFeed customers so for now it seems Kinetic will work exclusively with NinjaTrader? Hope Ray can comment.
Both IQ Feed and eSignal filter data. IQ Feed provides volume data for each bar or tick (where it is available from the exchange). Not sure what "contract bar" is. IQ Feed is much slower when it comes to downloading large volumes of historical data. So, if you download daily tick history for every NYSE and NASDAQ stock, IQ Feed is simply not a feasible solution. On the other hand, IQ Feed keeps longer intraday history, both "minute" and "tick". Almost enough to run proper backtesting without resorting to dedicated historical data vendors.
IQ feed hands down. E-Signal is full of bugs and (for years) IMHO used their customer base as "guinee pigs" to try out their latest versions on, without sufficiently troubleshooting.
IQ feed hike prices once again http://www.elabs7.com/functions/message_view.html?mid=1380085&mlid=2629&siteid=509305&uid=f2809e72dd
Still way cheaper than eSignal. They said that the new software (for IB) to enable free CME futures data should be here in about a week.
Funny I could not download pre-market any historical intraday data today with IQfeed, and I got the email stating my price hike for 2012. Strange how that works ! ! !