Actually, the Townsend's api bid/ask/trade tick refresh cache is 7 days. Realtick is just Townsend's charting/order entry software and it doesn't necessarily exploit all the features the datafeed has to offer.
Thanks everyone for contributing. I'm not a programmer and found the only way I'm going to get my project done is do it myself. Yes, I know I'm completely insane, but that's a different story. I've looked over some of these links. I came across QuantStudio, which hooks up with other data feeds. But I'm not really sure what QuantStudio does. Can anyone give a brief overview? What I'm trying to do is conceptually pretty simple: it's just volume profiling, tick by tick, for specific time windows, with a couple of filters. Is this at all possible in something like Quantstudio, or Neoticker or? Thanks again.
I am thinking that Comstock is not a real good choice, QCharts gets data from them and it is problemattical, not sure if Comstock is the problem but they could be. I have found that all (inexpensive) data feeds are a trial and error thing, you just have to try them. They vary so much, some filter, some don't, some deliver every tick, some deliver a tick only when there is a change, some cover markets you want, some don't, some are reliable, some are not, some are delivered via satellite and some via internet, some have symbol limitations and some don't, etc. it's a real mess out there, hard to find out much without signing up and it is changing all the time. I knew one guy that tested his sysems on different feeds and used the one that worked best!! Max
I'm very happy with IQFeed for equities, using their socket interface. Don't know about futures. Martin
No doubt the exchanges would be very interested since what you are proposing would be a violation of just about every term of their real-time data agreements.
This is no longer true. CQG has released an API for their data in addition to some excellent analytical features in their latest version.
Finally, they have Hangseng! I guess you talk about this: http://cqg.com/default.aspx?PageID=1150&LangID=1000