Fasted feed with API for L1 ?

Discussion in 'Automated Trading' started by the_whistler, Nov 13, 2007.

  1. Aibo

    Aibo

    QuantHouse is in the same range of price than interactivedata (ex Comstock actually).

    The great thing about Comstock is that they cover 180 markets, but for the test we did they are absolutely not low latency. They are often even slower than Reuters. I mean we are speaking here about 200 or 300 ms minimum up to several second late.

    We also use them as they cover much more markets than QuantHouse. But we cannot run low latency algo with it. And by the way it is a very difficult API to integrate and the doc is never up to date. Which is often painful as you waste hours debugging just because the doc is wrong.

    eSignal is a Comstock product, and then is based on the interactive data feed.
     
    #11     Nov 18, 2007
  2. So Quanthouse has very difficult APIs to code?

    Give me a ballpark figure for the cost of them? I want the fastest stock/index feed.

    Thanks in advance.
     
    #12     Nov 18, 2007
  3. Aibo

    Aibo

    Sorry if I have been unclear. QuantHouse API is object oriented and really great to use.

    The interactive data one is absolutely awful and it is a nightmare to integrate it.

    We spent 4 hours only to integrate the QuantHouse one based on their sample, three months for the InteractiveData one, and I am not kidding....

    Actually I think the main difference is that QH built their API for program trading from the beginning, instead of interactive data who built it 15 years ago for screen based trading.
     
    #13     Nov 18, 2007