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

  #11 (permalink)

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


Big Mike View Post
I wrote my own app.

https://futures.io/elite-automated-trading/29764-big-mike-s-custom-trading-platform.html

WRT TickID determining which tick came within 1 second period, that is not entirely true. IQFeed has millisecond resolution, you can use that as well. I've never sorted by TickID and never seen an out of order tick to my knowledge.

Mike


Wow! Am on a similar path playing with the better documented IB API but finding it much harder going with the spartan IQ Feed API documentation.

I am encountering a lot of "wow" and "ah ha" moments in this journey. I am so impressed by the community and great work others have done. Thank you.

Being near the beginning of this journey, it's safe to say I'm going to make errors and incorrect assumptions. I incorrectly assumed there was not millisecond precision simply because QColletor did not give it to me. IQ Feed does in fact deliver that precision.

Hats off to Bob7123 for BaBar.

In relation to ticks. IQ Feed confirmed the same about the TickIDs. In addition I can add the following to expand our knowledge. This is what IQ Feed also said:

1. IQ Feed broadcasts its data in a continuous stream over the network
2. IQ Feed are not aware of dropping ticks to provide real time price accuracy, can't say that ticks are never dropped, it could happen.


Last edited by Spartan; October 30th, 2014 at 03:34 PM.
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