Don't you know the CQG ? One of the most trusted data providers in the business. https://www.cqg.com/partners/fcms?f[0]=field_exchange_name:522 I've been using them about 10 years now and am VERY satisfied. As I already said I've done checks for the data many times comparing it with the CME's (which is the exchange) own data and found no problems. But I don't know NQ well. So anybody who can give me information how much do you have experienced slippage in your stop loss orders while trading NQ I would appreciate. A BIG thanks for those already commented !