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This may or may not be applicable to your situation but I offer my recent
experience with three different data feeds. Specifically, I trade futures
on the eCBOT and the CME, data delivered via the Internet.
I recently evaluated a charting package that accepted DTNIQ, eSignal and
Quote.com as feeds. I watched all three of them side by side in real time
over a one month period. eSignal was the most complete data feed, i.e.
consistently provided the most tics compared to the other two. Quote.com
was, in my opinion, unusable as it consistently slowed to a crawl in fast
market conditions. Quote.com was also somewhat frustrating to use as it
wanted to change servers many times during the trading day. Without
exception, the DTN feed was the 'quietest' feed in that its charts would be
static while the eSignal and Quote.com charts were updating with new tics.
In my application, seeing every tic is important. That eliminated DTNIQ.
Reliability and timeliness are also important so that eliminated Quote.com.
eSignal ended up being my choice for data even though it's cost is
unjustifiably high.
For what its worth, I hope this helps.
Rod
-----Original Message-----
From: Michael Tepper [mailto:miketep@xxxxxxxxxxx]
Sent: Wednesday, January 14, 2004 7:57 AM
To: Omega-list@xxxxxxxxxx
Subject: data feed search
Hello,
I need a quote feed for stocks which has an API available. I am looking to
add a data feed as a back up to my current service. (Quote.com using their
API to collect minute by minute data on stocks, futures). If anyone is
using a program via API to access another data feed, I would be interested
in talking with you.
I looked at DTN -- my programmer thinks their API is immature (they have
about 100 users according to DTN's tech people, but I don't know if that is
good/bad/indifferent).
I do know that DTN says they have no filtering for bad ticks...although they
say they are adding that by end of first quarter 2004 (why now?, I don't
know).
Suggestions?
thanks,
Michael
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