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Martin,
> My question is: has anyone compared b.i.s. and future source data
> for DTB futures?
Yes, Hans Esser has done this regularly and claims that b.i.s is bad.
Furthermore you cannot plug b.i.s straight into TS you need a link
software.
> Because DTB trading is purely electronic, theoretically the computer
> generated data stream should be identical with every serious data
> vendor.
Only if they can get the data across to you. There are plenty of
possible leaks in any datastream.
> How about reality? Are there differences in tick-data quality and/or
> delay that are worth the higher costs of future source?
There is a correlation between price and quality because the
data supplieres must have a decent hardware and software to deliver
a decent feed. Many datasuppliers try to squeeze as much data as
possible over their satellite feed and loose data.
Signal Europe is supposed to be better than Signal USA because of the
fast speed (19.6). However Signal is supposed to bad when the UK
options symbols start trading.
BTW: There is also S&P Comstock in Europe.
Gerrit Jacobsen
http://www.tickscape.com
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