For intraday trading of US Futures, it seems to me that the tick based data from several very popular datafeeds are well known to lag the market by up to several minutes at certain times. On the other hand, some vendors have wisely recognized that sending out "snapshot" data will rarely lag during fast markets. If any one feed could indeed keep up with the market (or even almost keep up) while displaying accurate information, one would probably need a very high quality computer and ISP as well just to properly display that information in near-realtime. For price analysis, the above discussion may be sufficient to weigh the pros and cons of various datafeed and hardware options. However, one must also consider the role that volume plays in analysis. Many data vendors do not appear to provide syncronized price and volume data in realtime, and the same can be said for bid and ask data. What I think we all need is a way to compare the various datafeeds on a non-superficial basis. I'll bet many datafeed customers don't even know what their own feeds are able to deliver, because they can't figure out a way to test them. If anyone has any ideas about how we could all share ideas about datafeeds, I hope people will feel free to contribute to this post, and thank you in advance for your time and consideration. I'm not sure how to create a poll here, but maybe it would look something like this for each data vendor: ---- datavendor (data vendor name) product (data product name) ---- support for tick based data (Y/N) support for second based data (Y/N) ---- ----only answer the following if your datafeed support ticks: ---- for tick data: is there support for trade size and trade price with matching timestamps? (Y/N) ---- for tick data: is there support for trade price and best bid/ask price with matching timestamps? (Y/N) ---- for tick data: in fast markets such as ES emini futures, if you removed all indicators from your charts, how many times per year do you think that you would notice your datafeed lagging? (Number of Days) ---- for tick data: in fast markets such as ES emini futures, if you removed all indicators from your charts and your data still lags, how many seconds behind would you estimate the average lag time to be? (Number of Seconds) ---- ----only answer the following if your datafeed support seconds: ---- for second data: is there support for trade size and trade price with matching timestamps? (Y/N) ---- for second data: is there support for trade price and best bid/ask price with matching timestamps? (Y/N) ---- for second data: in fast markets such as ES emini futures, if you removed all indicators from your charts, how many times per year do you think that you would notice your datafeed lagging? (Number of Days) ---- for second data: in fast markets such as ES emini futures, if you removed all indicators from your charts and your data still lags, how many seconds behind would you estimate the average lag time to be? (Number of Seconds) ---- ---- minimal information about your hardware and internet service: ---- internet service provider (ISP vendor name) product (ISP product name) ---- cpu (cpu manufacturer name) product (cpu product name) speed (cpu speed) ---- memory (ram manufacturer name) product (ram product name) speed (ram speed) size (ram size) ----