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cqg (rt) usually matches in time and ticks to what cme (historical)
posts on their ftp site (within a coupla of ticks); bmi is off more,
but i don't know 'bout the others.
so, what's your point? and what do you do about it?
TJ
--- The Omega Man <editorial@xxxxxxxxxxxxx> wrote:
>
> I've said it before and I'll say it again: You guys are living in a
> dream
> world if you think that *any* real-time feed is even *close* to what
> you'll
> get if you download or purchase historical data.
>
> I challenge those who think that real-time and historical tick data
> are
> similar to run some experiments and investigate the situation. Don't
> believe me! Check it for yourself. Save your tick data and then go
> get
> some "refresh" or historical data somewhere. Check the tick counts,
> check
> the opening price, see what you find.
>
> You think your broker's data is more accurate than yours? Fine.
> Check your
> real time feed (any feed) against the quotes your broker shows. Are
> they
> the same? Are they ever going to be the same? If not, what does
> this mean
> about your system that calculates entry points to the tick?
>
> Look: the question here is one of *fact*, not opinion. Experiment
> for
> yourself and see what you discover. Then, think about your technical
> analysis in light of what you learn about the quality of your data.
>
>
> Good trading,
>
> The Omega Man
>
>
>
>
> ----- Original Message -----
> From: William R Wood <wr_wood@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Friday, July 09, 1999 5:04 PM
> Subject: RE: Prosuite 2000i problems
>
>
> > To Folks who have no problems:
> >
> > Im curious about whether the satisfied customers have actually
> checked the
> > accuracy of thier data. Do you call your broker and your data
> vendor and
> > get them to read off price quotes, bid/ask changes and intraday
> volume
> > numbers at random times during the day on several active stocks
> like INTC,
> > DELL. And do you then call at the end of the day and get total
> tick
> counts
> > which you check against GS/Edit Symbol/Edit Data/Load Data - Trade
> Record
> > 1Tick. Im not sure what you check for futures since I am a stock
> trader.
> > But unless your intraday prices match your data vendor and your
> broker
> with
> > no delay you are not getting real time data. And unless your end
> of day
> > tick counts are accurate within 1% you are not getting accurate
> data and
> you
> > do in fact have problems
>
>
>
>
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