Hi, got the IB feed running on the same screen as my Reuters feed - the updates of prices, bid size, ask size, etc. are simultaneous and happen exactly at the same time. I don't have esignal but Bloomberg should also provide the same quality. BTW, the updates happen a lot faster than two seconds, my first guess would be below a second. Regards, Oliver
That does not bode well for the Reuters feed: I have CQG and IB running side by side: I have seen 11-tick spikes in the Bund which were shown by CQG but not by IB. And I have had trades filled at prices which did not show in either of the two feeds (usually not that far out). The IB-feed is definetely a snapshot (about 0.7 seconds), T&S by CQG is a 2-second snapshot. Though the latter has improved in the last weeks: the last price is shown always a tick faster than by IB. Several month back, it used to be the other way round. Regards Bernd Kuerbs
Guys, as per what everyone is saying Esignal or IB are Snapshot with 1 to 2 seconds delayed. I were comparing Future exchange fees that esignal and IB charges their customers are much lower than what Futuresource.com charges. Does their cheaper price can indicate that feeds are lagged. http://platinum.fsxtra.com/local/futuresource/login/pricing.jsp Check platinum International Package and click on International exchanges, As an example you will see: Eurex:23$ Euronext: 20$ HongKong Future exhcange:73$ (IB for free and ESignal 4$) Most Exchange fees are much higher priced.
I could not find their monthly price and foregin exchange fee? Are you saying that comsyock feed lagges Futuresource? Can you please provide me with the link on pricing? Thanks
Eurex only diseminates its trade data every two seconds. That is just how they provide there price data. It is to conserve bandwidth. I use CQG and Bloomberg all the quotes update at the same time. I looked into the issue awhile ago and talked to people at CQG and Trading Technologies. I was told by both that is by the decision of Eurex that price update every two seconds and there is nothing any independent data vendor can do. If Eurex doesn't want to diseminate prices quicker there is no way around that.
Thanks for Valueable info. Since you are into Future brokarage business, Which is better Future feed charting alternative for Esignal for my personal use considering not to be very pricy. Also that cover major Asian future markets. Please skip IB, they will not open account for me because of my citizenship, so i am not able to use their feed.
I have used all of these- Comstock, FutureSource, and CQG. To answer your question regarding cost, Comstock is $225/mo. plus exchange fees. (As an aside, they'll try to charge for an international (i.e. non-U.S.)connection fee. But if you negotiate reasonably well enough, they will waive it). It's Realtick charting suffers, however, from constant uncorrected bad ticks. As for speed, I found all three to be roughly equivalent. But if I were solely trading Eurex and nothing else, I'd choose CQG for its fixed income specialty. Comstock is good for broad worldwide equities/futures, and Future Source is self-explanatory. Hope this helps. Good Luck