[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [RT] Re: Internet Quote Feed Vendors (Futures)



PureBytes Links

Trading Reference Links

My comparison of data feeds for E-mini S&P shows the following:

- DTN - highest tick no., fastest of all, during fast markets 10-15 sec
  ahead of BMI cable, very reliable. (TS2k, W2k)
- BMI cable (C-SPAN) - 300-500 ticks/day less than DTN, during
   normal markets as fast as DTN, very reliable. (TS4, W98)
- E-Signal - 200-300 ticks/day less than BMI, about as fast as BMI,
   quite reliable. (TS2k, W2k)
- Q.com/Dynastore - ~ same ticks/day and speed as E-Signal, crushes
   caused by Qfeed led to cancellation (TS4, W2k).

Jan Philipp

----- Original Message -----
From: "Pat Slevin" <pslevin@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Monday, April 16, 2001 10:38 PM
Subject: [RT] Re: Internet Quote Feed Vendors (Futures)


> I run three separate datafeeds into two computers on a cable modem. A
third on a normal dial-up has the CME e-mini "MarketSound" quotes. The only
one that keeps apace with the quotes on the Order Entry Screen is eSignal.
Even the CME e-Mini quotes are a bit slower than eSignal. The other two
feeds are slower than the CME quotes.
>
> I think it's a fair comparison, as all the feeds come through the same
"pipe" so to speak. I have also noticed that eSignal does not lock up as
often as QCharts during faster markets, by the way.
>
>
>
> realtraders@xxxxxxxxxxxxxxx wrote:
>
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxxxxxx
> >
> > ------------------------------------------------------------------------
> >
> > There are 22 messages in this issue.
> >
> > Topics in this digest:
> >
> >       1. Re: Internet Quote Feed Vendors (Futures)
> >            From: Bob Heisler <bheisler@xxxxxxxxxx>
> >       2. Software Question?
> >            From: "B.Tharp" <bulldog5@xxxxxxxxxxxxxx>
> >       3. Re: Internet Quote Feed Vendors
> >            From: Ralph Volpe <rjv@xxxxxxxxxx>
> >       4. Re: Internet Quote Feed Vendors (Futures)
> >            From: Michael Watkins <watkins@xxxxxxxxxxxxxxxxxxxxxxxxx>
> >       5. Re: Software Question?
> >            From: Michael Watkins <watkins@xxxxxxxxxxxxxxxxxxxxxxxxx>
> >       6. Re: Software Question?
> >            From: Michael Watkins <watkins@xxxxxxxxxxxxxxxxxxxxxxxxx>
> >       7. Can you carry a banana in your pocket?
> >            From: "Prosper" <brente@xxxxxxxxxxxx>
> >       8. RE: Can you carry a banana in your pocket?
> >            From: "Jacobson, Alex" <AJacobson@xxxxxxxxxxxxxx>
> >       9. Investors Sell Winners&Hold Loosers
> >            From: STUART AUSLANDER <u.stuart-auslander@xxxxxxx>
> >      10. Re: Software Question?
> >            From: "Earl Adamy" <eadamy@xxxxxxxxxx>
> >      11. Re: Can you carry a banana in your pocket?
> >            From: I4Lothian@xxxxxxx
> >      12. Re: Can you carry a banana in your pocket?
> >            From: BobsKC <bobskc@xxxxxxxxxxxx>
> >      13. Re: Internet Quote Feed Vendors
> >            From: Timothy Morge <tmorge@xxxxxxxxxxxxxxx>
> >      14. RE: Can you carry a banana in your pocket?
> >            From: Timothy Morge <tmorge@xxxxxxxxxxxxxxx>
> >      15. Re: Can you carry a banana in your pocket?
> >            From: "B.Tharp" <bulldog5@xxxxxxxxxxxxxx>
> >      16. Re: Can you carry a banana in your pocket?
> >            From: "Norman Winski" <nwinski@xxxxxxxxxxxxxxx>
> >      17. Re: Fundamentally speaking
> >            From: Ira Tunik <irat@xxxxxxxxx>
> >      18. RE: current m3
> >            From: "Stan Book" <sbook@xxxxxxxxxxxxx>
> >      19. Re: Fundamentally speaking
> >            From: "Earl Adamy" <eadamy@xxxxxxxxxx>
> >      20. Re: current m3
> >            From: proffittak@xxxxxxx
> >      21. Re: Internet Quote Feed Vendors (Futures)
> >            From: "Howard Hopkins" <hehohop@xxxxxxxxxxx>
> >      22. Re: Software Question?
> >            From: "Howard Hopkins" <hehohop@xxxxxxxxxxx>
> >
> > ________________________________________________________________________
> > ________________________________________________________________________
> >
> > Message: 1
> >    Date: Wed, 11 Apr 2001 11:57:09 -0500
> >    From: Bob Heisler <bheisler@xxxxxxxxxx>
> > Subject: Re: Internet Quote Feed Vendors (Futures)
> >
> > Unfortunately there are many variables that can determine your
experiences
> > with Internet data feeds.  The vast majority of the problems are
> > connectivity related and on the USER's end, not the providers.  Numerous
> > times I have seen my feed work perfectly while others complain of an
outage
> > at the same time, and vice versa.
> >
> > Internet access (and quality thereof) varies considerably depending upon
> > your location.  I am fortunate being able to get both DSL and Cable and
> > employ both on different PC's with different providers.  Regardless of
what
> > options are available to you I would recommend some kind of redundancy
(even
> > if it's dial-up) if you are going to rely on the Net for your data.
Sure
> > you can always call and close out a trade if your Net or provider has a
> > problem, but you will still be down and unable to trade until that
problem
> > is resolved.  Having some sort of redundancy solves that problem and
also
> > gives peace of mind.
> >
> > Bob
> >
> > ----- Original Message -----
> > From: "Gouliot" <gouliot@xxxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, April 11, 2001 11:34 AM
> > Subject: I: [RT] Internet Quote Feed Vendors (Futures)
> >
> > > I, on the other hand, have tried CQG.net for a couple of months. Since
the
> > > beginning of April I had nothing but connectivity problems. Needless
to
> > say,
> > > I cancelled. To boot I have to pay them the whole of April without
being
> > > able to use the system.
> > >
> > > Gram.
> > >
> > > ----- Original Message -----
> > > From: Bob Heisler <bheisler@xxxxxxxxxx>
> > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, April 11, 2001 4:21 PM
> > > Subject: Re: [RT] Internet Quote Feed Vendors (Futures)
> > >
> > >
> > > >Hi Earl,
> > > >
> > > >I have used PC Quote for a long time with few issues, and the issues
that
> > > >did come up were almost always related to Omega.  I haven't used
their
> > > >standalone product but know several traders who do and recommend it
> > highly.
> > > >
> > > >I recently switched over to CQG due to the lack of Eurex/Liffe data
for
> > > >Omega products and have been more than satisfied.  I  haven't
experienced
> > > >any of the problems the magazine article mentioned.  They are
supposed to
> > > >release a CQGNet "lite" sometime soon which is supposed to cost
around
> > $250
> > > >a month versus the current $400.  I don't have any additional details
on
> > it
> > > >though.
> > > >
> > > >One other provider you may want to checkout is A-T Financial at
> > > >www.atfc.com.
> > > >
> > > >Hope this helps,
> > > >
> > > >Bob Heisler
> > > >www.rjhtrading.com
> > > >
> > > >----- Original Message -----
> > > >From: "Earl Adamy" <eadamy@xxxxxxxxxx>
> > > >To: "RealTraders" <realtraders@xxxxxxxxxxxxxxx>
> > > >Sent: Wednesday, April 11, 2001 9:45 AM
> > > >Subject: [RT] Internet Quote Feed Vendors (Futures)
> > > >
> > > >
> > > >> I'm re-evaluating quote feed vendors and looking for some feedback.
> > > >>
> > > >> a) QCharts - been using QCharts (now owned by Lycos) for over 2
years
> > now
> > > >> and have stuck with it in spite of intermittent server farm
problems
> > for
> > > a
> > > >> number of reasons including: several years of intraday data on
demand
> > > >> available on futures contracts (including expired), ability to mix
> > > >real-time
> > > >> and delayed US futures and stock data depending on exchange
> > > subscriptions,
> > > >> excellent filtering of intraday data, and a very easy to use
charting
> > > >> interface. QC obtains their data from S&P Comstock and frequently
> > blames
> > > >> data issues and feed interruptions on Comstock. Conditions on
QCharts
> > > >> continue to deteriorate due to staff cuts and lack of updating and
I've
> > > >got
> > > >> to find an alternative.
> > > >>
> > > >> b) eSignal - my data feed provider prior to QCharts. At the time I
> > > >switched,
> > > >> eSignal quality was not as good as QCharts and eSignal frequently
> > lagged
> > > >> QCharts by several seconds; however it's entirely possible that
eSignal
> > > >has
> > > >> fixed these problems. At the time, I used Ensign Windows with
eSignal.
> > My
> > > >> major problems in returning to eSignal are the lack of depth in
> > intraday
> > > >> data on demand (I frequently build 60-240 minute charts which
include
> > > >20-30
> > > >> days of data) and the lack of delayed intraday futures data for the
NY
> > > >> futures exchanges to which I do not subscribe on real-time
agreements.
> > I
> > > >> believe eSignal maintains its own data plant. The Nov00 review of
> > > >real-time
> > > >> feeds in Futures magazine gave eSignal good marks except for the
> > > inability
> > > >> to mix real-time and delayed futures data.
> > > >>
> > > >> c) CQGNet - appears to be rather complete however carries extreme
> > premium
> > > >> pricing. The Nov00 review of real-time feeds in Futures magazine
showed
> > > it
> > > >> to have among the worst error rates and low internet reliability.
> > > >>
> > > >> d) Bridge/FutureSource -  other traders have mentioned that Bridge
> > > appears
> > > >> to be in deep financial trouble so I'm reluctant to consider their
new
> > > >> internet data feed which was not reviewed in Futures.
> > > >>
> > > >> Anything I've missed here?
> > > >>
> > > >> Earl
> > > >>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
>


To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx

 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/