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Justin, just one comment:
>The problems with all feeds breaks into a few major categories:
>
>A) No ability to detect corrupt data (to customer) ;
>B) Lack of ability to re-transmit corrupt data ;
>C) Pipe to the customer to small ;
>D) Pipe to Exchange/up-stream provider to small ;
>E) Erroneous post processing of quotes ;
>F) Deliberate decision to drop data (see C & D) ;
>G) No redundancy in one-way protocol (satellite/pager/FM) ;
>H) Poor SDK/API support if any ;
>I) Win32 platform only ;
>J) No published figures on data loss & error rate.
Me, I wouldn't mind getting a datum every 0.3 seconds similar
to what Interactive Brokers gives, BUT it's important that it
ISN'T a snapshot. Rather, each datum needs to summarize the last
interval as open, high, low, close, etc that occurred within the
last interval. I can work with that. I don't need each and every
tick. Heck even having OHLC + ticks + volume every 1 second would
suffice.
A feed like that would be valuable, and even usable on small
customer pipes.
-Alex
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