Evaluating data feeds - feedback please

Discussion in 'Data Sets and Feeds' started by WinstonTJ, Mar 12, 2013.

  1. NxCore is 25ms granularity with every message included (so everything between the timestamped data is just sequential).

    I have used Active previously but not Quanthouse. The thing about this is that I'm at the mercy of my client.

    Occam - when the data fell behind was it just a lag or was it spitting out any misinformation? did it cause any other systems to go down?

    I've heard horror stories but nothing specific.
     
    #11     Mar 17, 2013
  2. Occam

    Occam

    Just a lag, as far as I could tell. My systems stayed up the whole time and continued without incident once the lag was over. I don't think I've ever seen quote misinformation on NxCore myself, aside from some stale NYSE quotes that seemed to have been NYSE issues and seem to have disappeared in more recent years.
     
    #12     Mar 19, 2013
  3. I have tested NxCore on Linux, it has some compatibility problems with Wine and minGW so I can't recommend it for Linux based trading applications.
     
    #13     Apr 4, 2013
  4. Occam

    Occam

    For what it's worth, I've used NxCore under Wine in production for several years, and most (if not all) of the incompatibilities I've seen have been cosmetic (esp. with the GUI acting strangely, which isn't a serious problem as you really don't even need to use it once it's set up); I've never seen any errors in the data itself.

    That said, I certainly wouldn't hesitate to switch over to a Linux (or other Unix -- FreeBSD, Solaris, whatever) port if they were to release one, as simply having to run wine does introduce another layer in the whole chain. Not to mention the need to write some code to communicate with a wine app (which is more of a one-time effort). But once in place it seems to work perfectly for me.
     
    #14     Apr 5, 2013