Data Feed to Avoid Dropped Ticks - Rithmic vs CQG vs eSignal vs IQ Feed | Reviews of Brokers and Data Feeds


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Data Feed to Avoid Dropped Ticks - Rithmic vs CQG vs eSignal vs IQ Feed

  #7 (permalink)

London, UK
 
Trading Experience: Beginner
Platform: TBD
Favorite Futures: ES
 
Posts: 40 since Jul 2014
Thanks: 7 given, 17 received

@SMCJB good information. Thanks. Looks like TT is exhaustive and robust in tackling data dissemination.

@Big Mike. Will do. What data source and download tool are you using? I am using QCollector with IQ Feed.

One difference is I do not get millisecond precision time stamps in my data. Given the data needs to propagate around the world, presume your millisecond time stamp is relative to the time at origin of the broadcast i.e. the exchange.

In the case of IQ Feed, the TickID must be important because it is the only way to distinguish within each second which tick came first!

I do not have these additional fields that you do:

TradeMarketCenter
TradeConditions

I have these additional fields that you do not:

TotVol
AtBidOrAsk

We have in common the following fields:

Date
Time - IQ Feed does not report millisecond precision as noted earlier
Last
LastSize
Bid
Ask
TickID
SessFlag - equivalent to your BasisForLast

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