Thanks for that link - but, I need up to second tick (system works like this, off one minute bars). Rapid fire daytrader stuff. I asked around, and it seems I may need to go with IB. I heard their quotes are fast, and free (with an account) (there API is fast too). The only thing I am puzzled on is how can it be so quick, when it is free, and I am sure used heavy (they have poll type requesting to their servers)? Anyone know this? I dont like the fact that IQFeed uses COM - I am very crazy about using these interfaces, in terms of speed. So far, ruled on and ruled out: IQFeed - Uses COM - to many bottlenecks. MYTrack - they require me to open an account, and their API is awful. Also, I use them now, and missing alot of Ticks. ESignal - Anyone have ideas on it compared to other APIs.... Any others? Thanks.
Our COM interface is actually quite robust. We have hear that from many of our users. Also, keep in mind that we provide a TCP interface to our feed in addition to a COM interface. I would be happy to answer any questions you might have about IQFeed. Just drop me an email at developer@iqfeed.net.
IB has no data history so if you need a continuous data stream - to build price bars for example - you better have a way of staying connected. Not to mention their servers will go down from time to time in any case.
Oops! That is the reason why I ruled them out the last time (IB). Thanks for reminding me. I will probably use them for realtime backup data, though. I need combo of realtime for trading, and history for testing (my app does both now). Looking over at the MyTrack message board on Yahoo - http://groups.yahoo.com/group/Mytrack_sdk Its funny. I spent 1 - 2 months making realtime feed to them, just last month finished. All my work, down the tubes. That forum is funny, since it is the troubles of people like me sounding off. I need to go there tonight to express myself. MyTrack, if they go through with this (1 month to go, then all SDK users without a trading account are cut), are shooting themselves in the foot. I guess I will look into TCP IQFeed info. Have a nice weekend to all.
I couldn't program code if you held a gun to my head, so don't know if this site is of any use for your purposes, free converters. Wallace. http://www.hypertrader.it/htools.shtml
Running their client software (not using the API yet) and, running side by side with two other data vendors (one is Mytrack). Beats MyTrack bu 1/2 second This is good since I closed my account with them. The other vendor (name is withheld, but they are professional feed), the IQFeed is running T&S same speed. (I am running ESz and NQz side by side on all, and some stocks). Well, I am going to begin using them. Thanks to all. BTW - canceled MyTrack feed for good.