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For a good comparson of various feeds, and how they differ .. see these dacharts pages.
http://www.dacharts.com/faq/Comparable-tick-charts-by-feed.htm
http://www.dacharts.org/archives/Ensign_Wed_class_transcripts/Comparison_of_ticks_by_data_feed.htm
----- Original Message ----
From: scourt2000 <stevehite@xxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, December 8, 2006 1:12:29 PM
Subject: [amibroker] Re: Import ASCII tick data file
IB data...you get what you pay for. On average, it's pretty good, but
just look at that Globex historical data fiasco of theirs from 12/4.
Every data provider makes mistakes, but you will never see eSignal
have messed up e-mini data for as long as IB has let this go on.
If you trade for a living and you don't have a tick-by-tick data feed,
then shame on you. It's being penny wise and pound foolish.
Shameless plug for Tomasz: his eSignal plugin is super fast and
flawless!
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