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esignal feed filtering interference


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esignal feed filtering interference

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 mpascal 
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I am currently using esignal data feed in tradestation and ninjatrader. I am wondering how much of an effect does esignal feed vs other feeds have on indicators? i.e I am testing out the "better" indicators from e-mini watch which uses uptick/downtick vol (in two of the three indicators). I notice that my charts are printing differently than a fellow trader who uses ZenFire. Which data provider would be considered the best for unfiltered data? As I understand it the "filtering" is how fast and how much data is being set out per packet?

Thanks!

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 Big Mike 
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I am currently using esignal data feed in tradestation and ninjatrader. I am wondering how much of an effect does esignal feed vs other feeds have on indicators? i.e I am testing out the "better" indicators from e-mini watch which uses uptick/downtick vol (in two of the three indicators). I notice that my charts are printing differently than a fellow trader who uses ZenFire. Which data provider would be considered the best for unfiltered data? As I understand it the "filtering" is how fast and how much data is being set out per packet?

Thanks!

Some data feeds use snapshot data, like Interactive Brokers. It means that only once every 'x' do they send you the data, and in the case of tick data then you could be missing a lot of ticks.

Zen Fire has great data and is 'free' with some brokers. DTN IQfeed has the best data + backfill, and is around $60/mo with fee waivers.

Look at this thread for a direct comparison of all the major feeds:


Mike

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 mpascal 
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Very informative thread thanks! I have added zenfire feed to owndata and comparing zenfire with esignal I am seeing noticeable differences in both feeds bid/ask

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Last Updated on December 15, 2010


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