Dusty, I'm in Canada as well... had an account with Velocity in the past, no problems but I know they no longer accept Canadians....
I'm now with IB and it works fine with both NT and eSignal. I personally recommend them, you can trade Futures, US Stocks, TSX Stocks, Forex all from the same account and can hold your balance in Canadian dollars. Hope this helps.
IB filters tick data. Some don't care, but I do...
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I am a bit confused about tick data vendors. It seems that there are only three questions:
1. Is the data filtered (summarized) or not?
What other questions are relevant between comparing vendors? For example, what's the difference between IQFeed, CQG, eSignal, and Zenfire? All claim to offer pure unfiltered ticks. Both claim to be real-time. What's different?
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Does velocity have PatSystems for its Ninja feed?, or do they also have Zenfire or a knockoff of Zen?
Not sure whether Pat is in conflict with a feature that auto traders use, but I heard something along those lines, something regarding StopLimit orders not allowed, or StopMarket orders were the default. Can anyone clarify?