IQFeed doesn't offer historical tick qoutes? Only trades?

Discussion in 'Trading Software' started by PlusMinus, Nov 15, 2009.

  1. This is what I've been told. If true, is there any decently priced vendor that provides the quotes in addition to the actual trades for tick data on CME, and equities?

    IQFeed is very good otherwise, but this seems like a pretty big limitation for historical tick data.

    And as I understand you can retrieve this when IQFeed is live, but you'd have to record everything manually.
  2. eSignal Support

    eSignal Support eSignal

    We do provide both trades and quotes from the CME and we offer a 30 day trial for our service. Please contact our sales group if interested.

    Thank you.
  3. Scott,

    I'm not sure if I understand correct? Do you offer an API to your quotes-services? And if so, do you provide any kind of 'demo'-server for development, or do I need to subscribe to your service to develop an interface for eSignal? Is the use of the API free of charge?

  4. eSignal Support

    eSignal Support eSignal

    I was just referring to what data we supply. We do have a couple of API's as described here. There's a link at the bottom that you can fill-out for more information.

  5. Thanks - I will do that.
  6. How many days of historical quotes and trades do you supply? And what is the quality of the data? How scrubbed is it?

    Thx. Frankly the eSignal site is so overloaded with different product versions it gives me a headache to try to figure it out. Too many products and not enough time for me to try to figure it out. Should be much simpler IMO.
  7. eSignal Support

    eSignal Support eSignal

    We currently supply up to 10 days but we turn on trade-only data by default. We can point you to trade and quote servers upon request.

    For most US markets, we support CID's (corrections, insertions and deletions) from the exchanges so our data is automatically adjusted. We believe it to be as clean as any source out there.