Hi everyone, To lower my costs, I'm thinking about moving from IQFeed/IB to a broker that provides a Zenfire feed for free. Has anyone made this switch before and can comment on how it went? How does Zenfire tick by tick compare to IQFeed for CME futures for API directed trading? Thanks for your time.
Try this, it may be right for you: http://ensign.editme.com/ninja Most traders having experience with both data feeds - including myself - know that ZenFire is far superior to the IB/API data feed.
I've switched from IB to ZenFire (and later Rithmic), and had no issues. I still use IQFeed as a backup data feed. If you're trading futures, you just need to be careful that tick size isn't always the same... with cotton, for example, IQFeed's tick size is 100x that of ZenFire's. If I recall correctly, IB/ZenFire tick sizes for many of the CME grains are also different.