Hi, I'm looking for a very fast feed with an API for only L1 data. I've tried Esignal but that feed is not very fast IMHO. Any better alternatives ? Thanks
Nobody ? I've just subscribed to the DTN.IQ API, but I've read here on ET that it most probably isn't very good. I'm also going to try CQG API. Any other suggestions ?
I've been comparing the DTN feed to Esignal and DTN is just a bit faster. However, I'm still looking for even faster alternatives and still hoping for some response in this thread
You are limiting your search to low budget Tier II data providers. It's oxymoronic to care about latency... But be unwilling to pay for expensive low latency infrastructure. You have to go with Reuters or Thomson and off-the-shelf products such as this one: http://about.reuters.com/productinfo/informationmanagement/material/Reuters_DataFeedDirect.pdf Even this article is > 2 years old.
I am currently using QuantHouse's Feed. It is extremely fast (www.quanthouse.com). I ve used the major data vendors (Comstock, Reuters directfeed, Bloomberg fast pipe and GL). Their feed is always faster of 250 ms and the spread increases when the volume increases. I ve measured up to 5s of difference at the US openning on a big trading day. Their C++ API is easy to use and very powerful. But their prices are more for professional than for individuals even though they are cheaper than all the others. You can L1 or L2. I think they also have other types of API, but I am not sure.
Whats the price Aibo? I pay about $350 a month for esignal and I am looking for better. Are you using this data for your charting program or for black box trading?
Thanks for the replies ! Yes, I'm starting to realize that I'm not looking for a 'regular' data vendor like Esignal. I know it's going to cost quite a bit to get a fast feed, but I'm willing to invest here. Thanks for the links, I'm going to check them out.
I am not the one who deal with the contract in the fund so I do not really know how much we pay for that. But you can not compare eSignal to that kind of product. eSignal is designed for retail, QuantHouse is designed for professionnal extremely low-latency sensitive. I use it with a blackbox, but for the most important for me is not to loose ticks or marketdepth changes. If it matters for you, then you have to know that eSignal loose probably about 20% of the ticks... or at least it aggregates them. But it all depends of your needs! And for sure it is much more expensive than eSignal, but you pay for quality...
Maybe http://www.interactivedata-rts.com/ It is certain to be expensive. Whether it is better than eSignal is an open question.