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

  #14 (permalink)

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


Spartan View Post
On the fly data, need to check but between 13:09 and 13:21 ET today:

- IQ Feed reports 140 traded on the bid at 2007.50.

- Gain Capital (CQG-OEC) reports 148 traded on the bid at 2007.50.

Will check to CME's own tick data if I can work out how to access it to see who is more accurate.

IQ Feed data matches CME data of Friday 31 October 2014. Between 13:09:01 and 13:09:06 New York time. 140 did in fact trade on the bid at 2007.50.

On this one random sample, Gain Capital data seems less accurate. Still awaiting a response on the Level 1 and Level 2 data mismatch issue.

This is CME's data:

 
Code
Calendar Date	Chicago Time	Price	Size
31-Oct-14	12:09:07	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	8
31-Oct-14	12:09:06	200775	10
31-Oct-14	12:09:06	200775	11
31-Oct-14	12:09:06	200775	9
31-Oct-14	12:09:06	200775	20
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	9
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	4
31-Oct-14	12:09:06	200775	5
31-Oct-14	12:09:06	200775	5
31-Oct-14	12:09:06	200775	4
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	5
31-Oct-14	12:09:06	200775	4
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	5
31-Oct-14	12:09:06	200775	4
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200750	1
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200750	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	2
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:06	200775	4
31-Oct-14	12:09:06	200775	3
31-Oct-14	12:09:06	200775	1
31-Oct-14	12:09:05	200775	1
31-Oct-14	12:09:05	200750	1
31-Oct-14	12:09:03	200750	2
31-Oct-14	12:09:03	200750	4
31-Oct-14	12:09:03	200750	1
31-Oct-14	12:09:03	200750	4
31-Oct-14	12:09:03	200750	1
31-Oct-14	12:09:03	200750	1
31-Oct-14	12:09:02	200750	1
31-Oct-14	12:09:02	200750	2
31-Oct-14	12:09:02	200750	1
31-Oct-14	12:09:02	200775	1
31-Oct-14	12:09:02	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	2
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	2
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	11
31-Oct-14	12:09:01	200750	2
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	4
31-Oct-14	12:09:01	200750	9
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200775	20
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200750	29
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	4
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	5
31-Oct-14	12:09:01	200750	2
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200750	3
31-Oct-14	12:09:01	200750	4
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	10
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200750	1
31-Oct-14	12:09:01	200775	32
31-Oct-14	12:09:01	200775	7
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	3
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	6
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	3
31-Oct-14	12:09:01	200775	8
31-Oct-14	12:09:01	200775	3
31-Oct-14	12:09:01	200775	6
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	3
31-Oct-14	12:09:01	200775	25
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	9
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	8
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	4
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	6
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	2
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	3
31-Oct-14	12:09:01	200775	25
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	5
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	1
31-Oct-14	12:09:01	200775	91
31-Oct-14	12:08:57	200775	2

Interesting nothing traded for a few whole seconds between 12:08:57 and 12:09:01 Chicago time.

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