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I think Hyperfeed sat is the best in terms of getting all the ticks and on
time, but you get what you pay for.
Unless you live in very bad weather, sat feeds are the most reliable.
I have a DTN sat feed, and a DSL internet feed from TAL (Realtick).
Almost every time there is a spike in volume, I get kicked off the TAL server,
while there is no interruption from the sat feed. However, there can
be data delays of several seconds during high volume openings.
Hyperfeed has larger sat bandwidth and should take care of this
problem.
I'm assuming that you mean the intraday charts between eSignal and another
provider are different: The time frame issue is not standardized. Trades have exchange
time stamps, but the clocks of the exchanges are not synchronized.
Third party data providers may be following their own clocks when they
build intraday bars. End user software may be following
the computer's clock to create bars. An offset of a few seconds can
make a word of difference in price and volume if an outside market
block trade was broadcast near the time interval.
RG> As far as data integrity is concerned which would be a solidly reliable real
RG> time feed for the US equities market? eSignal, DTN or Hyperfeed? Also are
RG> sat feeds more reliable then Internet feeds? Lets keep the scope of this
RG> question limited to the aspect of reliability ONLY please.
RG> I logged into eSignal a few times, pulled up the same intraday charts, time
RG> frame, etc. Each of the time the data differed frequently and significantly
RG> for Volume and negligibly for the other price data (Open, High, Low, Close).
RG> Romi
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