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I've been trying to decide which data feed to use and it looks like
Zenfire is the fastest and most reliable available right now. Every
professional trader I have talked to that has used Zenfire raves about
how much better it is than their previous data feeds. Also there are
videos online that traders have posted to compare Zenfire to other
datafeeds. During slow market activity there is no discernable
difference but when tick volume picks up, the Zenfire fed charts
clearly lead sometimes by a substantial amount.
There was a time when IB's sampled data was an advantage because when
volume got heavy you always had up-to-date prices while other data
feeds would bog down and deliver delayed data. It looks like Zenfire
can deliver every tick without delay. There is also a rumor that IB is
loosing customers to brokers who offer the Zenfire data feed.
AFAICT, Amibroker does not support Zenfire and there are no plans to
do so, which is a shame because I think it would worked better with
Zenfire than most charting software. It has never choked on any amount
of data I have fed into it. Some other programs will crash if you try
to feed them too much data.
Bill
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