IB or eSignal data for AT system?

Discussion in 'Data Sets and Feeds' started by Kever, Jan 6, 2007.

  1. This thread prompted me to have another look at OpenTick. It seems significantly better than last time I looked and some obvious problems seem to have been fixed.

    Retrieving 1 min historical data for some US stocks worked OK but a bit slow. There seems to be some big gaps in the data.

    Retrieving historical tick data for some US stocks was really slow - you wouldn't want to be waiting on this to finish.

    Streaming quotes and trades for a few US stocks seemed fine. I couldn't see any significant difference between OT and IB in the timeliness of the data. The data seemed accurate in so far as it is possible to tell by comparing with IB data. I was running only a few stocks.

    OT has (or claims) to have historical book data. I havn't tried this yet, but it seems like a fairly unique feature.

    Overall, significantly better than it was.
     
    #11     Jan 10, 2007