There are only a handful of futures exchanges in US so only a handful of futures feeds. Every futures feed would be in the top 5 feeds. I think you are asking which are the top 5 vendors of the CME group data feed though. Excluding the CMEMDP ( cme market data platform ) which is used for low latency trading directly from CME group, Thomson and Bloomberg hold the lion's share among professionals.
Yes, what are the top 5 vendors of the CME group data feed? Is it possible to use CMEMDP feed from NinjaTrader? Thanks
Besides Thomson and Bloomberg, I would guess NYSE Tech, Interactive Data and Activ Financial are distant behind, filling up the remaining 3 spots among professionals. If you are looking for high end retail level feed, and not interested in low latency strategies, NxCore would be a good choice. This is a list of all vendors: http://www.cmegroup.com/market-data/licensed-quote-vendors/ I am not familiar with the NinjaTrader, but I highly doubt. It just does not make sense. I suspect with NinjaTrader, you use as input a vendor, which is using as input a different vendor which in turn, most likely, using CMEMDP.
Ninja can use Kinetick which does not filter trades/quotes. The latency depends not only on the feed, but proximity to souce. Ninja can also use Rithmic which can be colocated at the CME. But what is low latency to you may or may not be low latency to me. I would probably not use a windows based system or C# for my low latency trading. But for some low latency trading, it could be perfectly fine.