I was switched from DTN to QUODD on 12/3/2018. That's when I realized a raft of necessary data was not provided. Most importantly this includes dividends, splits, and prior close adjusted for ex-dividends and splits. Today, 12/4/2018, the exchange a trade executed on was frequently missing (set to 0). My first take is that this affected NYSE and ARCA executions on NYSE/ARCA listed stocks. For me, this made the data feed unusable and I suppressed new trade entries. It also created issues exiting from existing trades. Just what you want on a day the SPY fell 3.22%. The switch from DTN to QUODD was first announced seven months ago. I have no confidence they will get this resolved in a timely manner. I will have to shut down trading until these issues are fixed or I find an acceptable alternative. Is anyone aware of a data feed matching NxCore's completeness and quality when it was using DTN?
This doesn't look good as I was considering them. You can get dividends & splits from other sources, so is the missing exchange the main problem? Any other critical issues?
I have been using DTN's NxCore for 4 years, withouteven one day of problems. 2 weeks ago QUODD told me that 11/30/2018 would be the last day I could use the DTN NxCore. I tried the QUODD NxCore for two weeks on my test system. Nothing but problems. Besides the missing Dividends and Splits message, there were numerous data freezes, and days where the feed would not start sending data until after 06:30AM. QUODD promised they would fix the missing messages in December. I won't hold my breath waiting. I cancelled my subscription and switched to the DTN IQFeed subscription. IQFeed can handle only 2500 symbols max, but at least it is reliable and has all the dividend and split information.
Nanex/NxCore is a real-time pricing data provider that was previously partnering with DTN to sell their product and provide some additional services. Recently they've switched to partnering with Quodd instead, so now you'd buy their product/service through Quodd. Though the full extent of that relationship isn't fully clear to me. At the same time they've switched their own internal data providers that supply split & dividend info, and possibly other supplemental data (or DTN was providing that data to them). As we can see the result is a mess, hopefully temporarily...
Didn't you find switching to IQFeed a big job? I expect changing to a new api would take me weeks. I had been using NxCore/DTN for 11 years with virtually no problems.
I've been told "We had a blowup this morning that affected many clients. Anything that was missing or incomplete is a symptom of that issue. The dev team has been working to fix the problem and everything will be functional again tonight after midnight." Maybe, but I've noticed a variety of other mostly small problems (from my point of view) that existed on earlier days. The switching cost is so high I'll probably ride it out for a few days and see how it goes.
I should have mentioned that prior to using NxCore, my system used IQFeed, so it required only a quick configuration change to go back to using IQFeed. Yes it is a big job to switch streaming quote vendors. It took me 3 months, coding part-time while trading, to add the NxCore API to my system. If QUODD ever gets it act together and has a stable NxCore that implements all the features that the DTN NxCore provided, I will probably switch back to NxCore again. No matter what QUODD is promising today, I can't see this happening for many months.
Haven’t used IQFeed in over a year but I don’t remember it providing split dates. Their EOD data was split adjusted while intraday was not. None of their data was dividend adjusted and the only information for dividends is the last ex dividend and last dividend amount. NxCore must’ve supplied that data