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Help selecting a real-time data feed for equities
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Help selecting a real-time data feed for equities

  #11 (permalink)
Trading Apprentice
Fort Worth, TX
 
Futures Experience: Intermediate
Platform: MBT
Favorite Futures: Index ETFs
 
Posts: 12 since Aug 2011
Thanks: 49 given, 3 received


ericbrown View Post
FWIW - I've been playing with the IQFeed API and love it. I got the dev surcharge waived as I'm a student (doctorate in information systems).....go work on a degree and get it waived. Well...thinking back on my doctorate work...its probably cheaper to just pay the 300 a year surcharge

Bah lucky you. My brother is completing a history PhD so I'm familiar with the grind. Realistically given rampant ageism I'm probably a tad too old to go back and earn a doctorate in anything and expect it to generate decent ROI. Yeah the surcharge is peanuts; posted it because it's not disclosed with other fees on their site (mentioned in their API quickstart guide).

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  #12 (permalink)
Trading Apprentice
Fort Worth, TX
 
Futures Experience: Intermediate
Platform: MBT
Favorite Futures: Index ETFs
 
Posts: 12 since Aug 2011
Thanks: 49 given, 3 received

A quick in and out on QQQ this morning (w/ data lagging up to 50secs, nothing as tingly as flying blind ) and dev fee is covered, lulz. Should be a IQFeed developer by end of day.

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  #13 (permalink)
 Vendor: sentimentrader.com 
Tulsa, OK
 
Futures Experience: Advanced
Platform: Tradestation, TOS, Python
Broker/Data: IQFeed, Tradestation, TOS
Favorite Futures: ES, SPY, Options
 
ericbrown's Avatar
 
Posts: 201 since Jan 2011
Thanks: 339 given, 234 received



heretic View Post
A quick in and out on QQQ this morning (w/ data lagging up to 50secs, nothing as tingly as flying blind ) and dev fee is covered, lulz. Should be a IQFeed developer by end of day.

Mind if I ask what you are pulling your IQFeed data into? Home grown platform/system? Just curious

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  #14 (permalink)
Trading Apprentice
Fort Worth, TX
 
Futures Experience: Intermediate
Platform: MBT
Favorite Futures: Index ETFs
 
Posts: 12 since Aug 2011
Thanks: 49 given, 3 received


ericbrown View Post
Mind if I ask what you are pulling your IQFeed data into? Home grown platform/system? Just curious

Initially intend to cobble together a small C++ app to alert me to certain conditions and or forward notices to a mobile device. Eventually will rewrite an old C++/OpenGL charting system I wrote ages ago in first foray into algorithmic trading (qfeed and opengl 1.1, tells you how long ago... gulp). Plan to dig it up this week and I'll post a screenshot.

Right now however, just want to avoid stuff like the following, which severely interferes with my wetware processing status--

Date/Time Message Severity Type Time
8/9/2011 13:36:24 Connected to perm server Normal Internal 13:36:24
8/9/2011 13:36:24 Connected to quote server (prc119) Normal Internal 13:36:24
8/9/2011 13:36:24 Connected to order server Normal Internal 13:36:24
8/9/2011 13:40:49 Some users may experience quote outage, will advise Critical User 13:40:49
8/9/2011 13:47:22 Quotes restored Critical User 13:47:22
8/9/2011 14:22:25 Disconnected from quote server (prc119) Normal Internal 14:22:25
8/9/2011 14:22:36 Connected to quote server (prc119) Normal Internal 14:22:36
8/9/2011 14:23:45 Some users may experience quote outage, will advise Critical User 14:23:45
8/9/2011 14:46:06 Disconnected from quote server (prc119) Normal Internal 14:46:06
8/9/2011 14:46:18 Connected to quote server (prc119) Normal Internal 14:46:18


:puke:

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  #15 (permalink)
 Vendor: sentimentrader.com 
Tulsa, OK
 
Futures Experience: Advanced
Platform: Tradestation, TOS, Python
Broker/Data: IQFeed, Tradestation, TOS
Favorite Futures: ES, SPY, Options
 
ericbrown's Avatar
 
Posts: 201 since Jan 2011
Thanks: 339 given, 234 received

yes...those are good message to know about....I better start outputting those critical messages myself.

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  #16 (permalink)
Trading Apprentice
Australia
 
Futures Experience: Intermediate
Platform: Sierrachart
Broker/Data: IB
Favorite Futures: CL DAX 6E
 
Posts: 10 since Jul 2011
Thanks: 12 given, 1 received

Re:Help selecting a real-time data feed for equities

I've trialed Kinetick and NinjaTrader. The Kinetick data stream is good and the C#.NET programming language is probably future safe . However, NT doesn't get along with my computers and there are inconveniences like having to set my computer clock to the market time??

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  #17 (permalink)
Elite Member
PA
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: ES, currency futures, forex, oil, gold, EUR/USD
 
Posts: 9 since Apr 2010
Thanks: 50 given, 2 received


Big Mike View Post
Many reviews here on the forums.

In short order, IQFeed is arguably the best for the retail trader. Kinetic is only useful if you exclusively use NinjaTrader and nothing else, it is just a re-branded IQfeed.

Rithmic and Zen Fire are pretty good considering they are free from several brokers, but they have no backfill which is their major weakness. Some platforms provide backfill on their own so this may or may not be as important to you (such as NinjaTrader and Sierra Chart). However, since you said equities in the title of the thread --- you should know Rithmic and Zen Fire are futures only, no equities.

NxCore is not for the average retail trader.

You also did not list TradingTechnologies, which comes from a broker, like Rithmic/Zen Fire. The feed is not as good as Rithmic, and again they provide no backfill. And again, futures only.

I personally don't recommend eSignal or Barchart, as they are both very similarly priced to IQfeed but I have much more positive experience with IQfeed. They do both provide equities data however. I feel IQfeed has superior offerings for breadth indicators though, which you may find useful.

Mike

Thanks for the review..very helpful for newbies like me.
I heard some data feeds are slower/get stuck compared to others
(saw some you tube videos where they compared how some data feeds are slower or get stuck)
Interactivebrokers vs Rithmic Data feed using www.optimusfutures.com broker - YouTube
I couldnt find the other video in which someone compared how the data feed was slower in one compared to other (cant find it).

when most people say IQ feed is excellent does it mean IQ feed is the fastest and most accurate without delays ?
sorry if it s a dumb question

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  #18 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,234 received


mmllpp2009 View Post
when most people say IQ feed is excellent does it mean IQ feed is the fastest and most accurate without delays ?

IQFeed is well regarded mainly for:
a) huge amount of backfill, 120+ days of bid/ask tick level and years of minute
b) very fast
c) rock solid reliable, you never see people saying "IQFeed is down right now" on the forums
d) very broad selection of equities, futures, currencies, index, and breadth symbols
e) compatible with most any major platform like multicharts, ninjatrader, sierra, investor/rt, others
f) can use a single instance IQFeed concurrently within multiple platforms on your PC

The only real downside is cost. It isn't free. Rithmic/Zen Fire is free from your broker. You can lower the cost of IQFeed by having a funded account at most brokers and get the CME fee waiver program, it will save quite a bit monthly.

It all depends what your own personal needs are. If you need equities, then IQFeed is a no brainer. If you need breadth, no brainer. If you need large historical tick backfill, no brainer. But if you don't need any of that, then maybe Rithmic and others are good enough and will save you money to be sure, depending on what you plan to do with them.

If you do decide you want IQFeed, take advantage of $50 off first month or 20% off annual here:
https://futures.io/elite_partner.php

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

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  #19 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
Platform: Ninja, writing own now
 
Posts: 212 since Mar 2010
Thanks: 47 given, 102 received


Lornz View Post
I agree with Mike, IQFeed is excellent - especially when you consider the price. If you trade through a qualified broker, you get all globex fees waived.

NxCore is the professional edition of IQFeed, so to say. Nanex partnered with DTN (IQFeed) several years back.
Depending on what you need, you should expect to pay $1000 a month for it.

In the same price range, you also have CQG. You get their Integrated Client for $595 (plus exchange fees). If you want to trade through it, it runs $795 (but no exchange fees on the usual suspects)


NxCore is also FULL EXCHANGE FEEDS and GUARANTEED DATA - if you are off 2-3 days, they download it all. 14 days back. No gap caused by your network problems.

And again, full feed. I get CME group from them, about 200.000 symbols over all exchanges. Ninja can not handle that, but if you have other software to interface with... it can. it is quite good sometimes to have a full history that is correct.

I.e.: BID and ASK and ORDER BOOK - not just trades in backfill. For backtesting this is great - you can really find out where a trade would have executed, not just guess based on last / next trade.
I.e.: All items in order. Ninja destroys order on their data store (they stor esecond timestamps and bid/ask and trades in separate streams - no way to regenerate this).

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  #20 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,234 received


NxCore is not for the average retail trader. DTN IQFeed (vs DTN NxCore) is.

This guy does not need 200,000 symbols. No retail trader does really

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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