Quest for market data feed

Discussion in 'Data Sets and Feeds' started by kanonka, Mar 27, 2009.

  1. Buy and sell 100 shares of something once a day for additional $30 charge :) Do they require a minimum you should pay in commissions?
     
    #21     Mar 31, 2009
  2. kanonka

    kanonka

    Man,
    I'm not going to argue with you. Just relax, take a look at your own numbers (30% CPU), then at mine (less than 1% CPU), think a bit, compare...Performance hit of 30 TIMES doesn't sound too bad to you? Well, good for you. For me, every CPU percent counts - you know, wavelets and neural networks take too much counting.

    Again, personally, I found a solution: Ameritrade + eoddata (I ditched IQFeed after some thinking). I'm not happy with it, as it adds some more overhead to my program (plus additional coding too, of course - but that's inevitable), but it'll work for now.

    My original post was about this - low cost does not mean stupid designers/programmers in the data provider company, does it?
     
    #22     Mar 31, 2009
  3. kanonka

    kanonka

    That's make it $660 per month. Doesn't sound like a cheap one, right? :)
     
    #23     Mar 31, 2009
  4. $30 is for a month. I believe they charge $0.5 for 100 shares.
     
    #24     Mar 31, 2009
  5. Excellent... i am glad you found a good solution..

    It is a good point about the CPU cost so i should also mention that we are gathering more than the last value for each of the 1000 stocks...

    We are also gathering the vWap, Block Count, Block Sum, Last, Previous Day Close, NumberOfTrades, Volume, MoneyFlow, High, Low... so that does add to the CPU cost...

    If we were only grabbing the last trade and volume sum the CPU cost would be about 10 to 20% max during the day... for gathering data on 1000 stocks...

    If Ameritrade allows you to gather data on 1000 stocks the way you want then it looks like a great deal...

    thanks...
     
    #25     Mar 31, 2009
  6. kanonka

    kanonka

    Oups, I thought you said $30 per trade :)
    Well, that's too much of a hassle anyway. I'm OK with Ameritrade for now. Hopefully, they will not get out of business within next year - I will not survive another rewrite this soon :(
     
    #26     Mar 31, 2009
  7. ATLien

    ATLien

    Blah, blah, blah, I want everything but can't pay for it.
     
    #27     Mar 31, 2009
  8. I'm sorry, but you have no idea what you are talking about.

    If you feel that paying $120 per month for a data-feed is too much, you obviously are not TRADING for a living.

    Meanwhile, your "bashing" post of Jerry Medved and Quotetracker is downright shameful given that you claim to KNOW that the data-feed from Interactive Broker's is NOT the problem . . . and that QT is the real issue.

    Really now?
    And you know this because???
     
    #28     Apr 3, 2009
  9. I noticed today they do have an update for IB users on Quotetracker. Not sure what it is for as I use Ameritrade but download it and see if it fixes your problem. QT has always resolved any problem I have had usually within a few minutes to 1 day. I have nothing but respect for Jerry Medved , he has personally handled several of my problems. Good Luck!
     
    #29     Apr 3, 2009
  10. Jerry is incredible at getting back to any issue - - - usually you hear back from him within the hour, if not the same day.

    He'll even stop what he's doing and log onto your computer ( via Virtual Networking ) and help you with whatever you are having problems setting-up in QT.

    :)
     
    #30     Apr 6, 2009