|
PureBytes Links
Trading Reference Links
|
The list has been through this more times than I care to remember,
but eSignal has many more ticks than Signal delivered by FM
sideband or cable VBI. These latter delivery systems limit the
bandwidth to 9600bps and the Signal feed uses algorithms to
reduce the number of duplicate ticks. BMI satellite or cable VBI
has a bandwidth of 19200 (using twice the number of VBI lines) and
therefore delivers more ticks. However, eSignal is a separate feed
at 56K and thus can deliver as many or more ticks than BMI. In
every case, the completeness of the ticks is dependent on the
baud rate of the delivery system.
Probably more important than the number of ticks is the reliability
of the feed. Here is where eSignal shines, particularly in
comparison to other Internet delivered feeds. I was very happy to
move from Qfeed to eSignal and leave the problems of Qfeed
behind. I never experience rain fade or local cable insertion
problems. If you have a dependable Internet service, I don't know of
a better overall feed other than one using a dedicated telco line. In
NYC, a dedicated line runs about $400/mn.
On 31 Jul 2001, at 18:43, Hango Winspy wrote:
> 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.
> >
>
>
JFB
NYC
|