Fast turn around data provider?

Discussion in 'Data Sets and Feeds' started by ladidalimey, Dec 11, 2008.

  1. Hi,

    I need some advice on data providers. I trade from London, UK and as a result find that many of the EOD data providers are issuing their data at 1:00am GMT (e.g. CSI) which is a problem. Its abit late and I don't trust a fully automated system.

    The second issue is that the data becomes available after the open of many of the electronic markets, and so the system cannot be run and orders placed at about 22:30 when most markets are closed.

    At present I use a live feed from Tradestation and produce text files for TB to read, so the run can be done as soon as the markets are closed. It also allows me to tailor the daily bars open and close to reflect RTH where necessary.

    I'll get to the point. TS ia to cumbersome and unstable as a long term solution. Is there a data provider out there that allows fast turn around and tailoring of the daily bars. I have considered ESignal but have heard negative remarks about how clean the data is.

    Looking at the Bloomberg site, I can;t see that they cater for these requirements. Is there a supplier that is popular with the quant hedge funds?

    Many thanks,