Tick Data Feed - Cost?

Discussion in 'Data Sets and Feeds' started by send_to_tony, Oct 8, 2008.

  1. anyone could suggest any good/reliable/cheap data feed providers of the following exchanges ?

    --NYSE, --TSE (Tokyo), --HKSE, --LSE

    Since I am just starting out and wont trade many shares, cant afford to buy expensive data feed yet. thanks.
     
  2. eSignal Support

    eSignal Support eSignal

    Hey Tony,

    While not a tick by tick streaming solution, eSignal OnDemand covers all those markets with intraday charting down to 1 minute intervals (on a delayed basis). You'll get exchanges across the globe for just $34.95 a month.

    You can use over 100 built-in indicators or develop your own strategies via our EFS engine and test your skills with our bar replay or backtesting option. A great solution for new or casual traders.

    http://www.esignal.com/esignal/esignal_ondemand.aspx

    Thanks.
     
  3. Doesn't IB only charge $10 a month for tick-by-tick data? You will need a minimum brokerage account with them.
     
  4. auspiv

    auspiv

    ib's tick data isn't tick data. its more of a "snapshot."
     
  5. what's the difference between real tick data and snapshot?
     
  6. Real tick data providers sends you every update received from the exchange feed handler (usually only fields that have changed), whereas snapshot based providers send you all relevant fields with the predetermined period (every 100ms or so) with the latest bid/ask and accumulated trade size.
     
  7. yayt

    yayt

    100 millisecond intervals seem fine unless one is doing ultra high frequency trading though, or at least that's what assumption I'm trading under
     

  8. >send to tony

    If you are just starting out as you say, the eSignal program that Scott recommended would be perfect for you. It would give you exposure to worldwide markets and all the tools you need to study. I have used their real time package for years and am sure you will not be disappointed.
     

  9. >Scott

    I have used eSignal Premier for years and am very happy with it. I could be wrong but I seem to have read that you are considering to include the worldwide delayed intraday data that is offered in eSignal OnDemand to eSignal Premier customers. If so, that would certainly add to the overall attractiveness of eSignal by giving us the opportunity to study intraday movements of other markets in which we may be interested in trading. Is this really being considered?

    Also, I recently spoke to someone who might be interested in eSignal On Demand. What is the intraday data delay time? Or does it vary by exchange?

    Thank you.
     
  10. So what's good about "real real time tick data" vs. "snapshot tick data"?
     
    #10     Oct 12, 2008