Hlp.Pls. Urgent! Which Data Feed Has True Fut. I.Bid/Ask Data?

HI,
I use Tradestation but, their I.Bid/I.Asks are snap shots and, I need true real time IB/IA.
Which Data feed would have TRUE Inside Bid / Ask data for ES and, also must allow interface with 3rd. party software.

Thanks for you help.

Cy

 

DTN.IQ

http://www.elitetrader.com/so/?action=view&SR_ProductID=13

 

Hi 5,
Is that same as IQFEED? I had in fact been considering the same too but, my question remains if their Bid/Asldata are true and not snap shots?

thanks

Cy

 

DTN.IQ and IQFeed are essentially the same. Just different subscription options (you can save a little $ with an annual DTN.IQ subscription compared to a monthly IQFeed subscription). The ES Quote data is not snapshot. We transmit each bid/ask update we get from the exchange.

 

Yes I am very pleased with your service.....I use the DTN.IQ feed with Inv R/T's market delta tools......Excellent set-up!

 

Hi,
Are the Bids/Asks synchronized with the trades?
You see this is very impoortant for me...I need to positively identify EACH trade if it were a Buy at Ask or a Sell at Bid or, else what other ways would IQ provide for achieving the same objective?? The latter is the only reason I'm looking for a different data feed than the TS that I already have. Therefore at the cost of repeating myself, it is imperative for me to positively IDENTIFY EACH TRADE's status.

thanks

Cy

 

I'm very happy with DTN/IQ's true-tick data feed and outstanding customer service; however, if you're using this data for system backtesting, an annoying omission is that the second stamp is not included. If you work with records that were not second-stamped upon arrival (in real-time) by your software, then you will get clumps at the top of each minute. I was told by DTN's customer service that a future upgrade to their software will add the second stamp to the feed, but the release date for this update is not yet specified.

 

JF - What software if any are you using with DTN feed?

Thanks

 

I use QuoteTracker for basic time charts and T&S, and Neoticker for a couple of my own indicators on constant volume charts. I'm also using Neoticker to develop some automated strategies. IQFeed works with both running simultaneously and doesn't miss a beat.


Regards,

 

Cool.....thanks for the info.