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A friend of mine subscribed Signal 3 or 4 years ago. He wouldn't take my
recommendation on using BMI, instead, he chose the cheaper one. Oh, yes, it
was 10% percent cheaper than BMI back then. But guess what he got in return?
We compared the tick counts regualarly. Signal transmitted 40% to 65% less
number of ticks than BMI every single day for two years. Now Signal changed
it's name to eSigal, I'm afraid it's still just like old wine in a new
bottle.
For those of you who subscribe eSignal, DTN, etc. please compare the number
of ticks you received for the last two weeks, then you'll know how reliable
of your data vendor is?!
>From the CME's <ftp://ftp.cme.com/pub/gtime>, I was able to extract ES1U and
NQ1U tick data from the files of gx0107dd.iom, where dd is 15 - 30.
Concequently, the oficial CME tick counts for the last two weeks are listed
as follows:
NQ1U ES1U
07/15 95 216
07/16 43,461 31,036
07/17 48,840 37,754
07/18 52,314 41,178
07/19 50,051 41,441
07/20 31,653 27,389
07/22 200 316
07/23 39,440 35,971
07/24 45,992 40,713
07/25 45,087 40,626
07/26 42,126 36,344
07/27 37,402 32,502
07/29 139 300
07/30 37,130 28,915
Well, my BMI data via cable turned out not to bad. On average, I only
missed less than one-tenth of one percent.
There were some rumors that BMI will terminate their service within one or
two years. Plus, they become too expensive for me. What other choices I
have out there? DTN, eSignal, or others? On the one hand, up to my last
inquery about 5 months ago, DTN still would not put two symbols for S&P and
NASDAQ 100, respectively. e.g. SP and ND for continuous two sessions and
DSP and DND for day session only. The way of my trading, I need continuous
data even though I'm a day trader. Therefore, DTN is out of the question for
me at least for the time being. On ther other hand, based the poor quality
under previous name "Signal", I wonder how much progress they could have
made? if any eSignal subscriber can tell me that the number of ticks you
received are very close to the numbers I listed above, I'll jump to
Dynastore + eSignal right away.
Any other data vendor's info are welcome and appreciated too.
Hango Winspy
>From: Thomas Alexander <alexander_enterprises@xxxxxxxxx>
>Subject: Tick Data Holes Update
>Date: Tue, 31 Jul 2001 07:09:26 -0700 (PDT)
>
>...<snip>
>
>I would like to do the same survey for electronic bonds and
>eminis in hopes of maybe moving to trade those contracts.
>Could people send me their tick counts for the last 3 or 4
>days for ZN U1, ES U1 and what data provider they use? I
>can also confirm the emini counts off their website.
>
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