Recent content by Aibo

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    Data feed for automated trading

    Not sure I got your message... If you use a low latency feed in order to trigger your orders, you don't care if the quotes comming from your broker are behind... The important thing are 1-when you send the order and 2 - at what price you are filled... If I use for example IB with the...
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    Fasted feed with API for L1 ?

    Sorry if I have been unclear. QuantHouse API is object oriented and really great to use. The interactive data one is absolutely awful and it is a nightmare to integrate it. We spent 4 hours only to integrate the QuantHouse one based on their sample, three months for the InteractiveData...
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    Fasted feed with API for L1 ?

    QuantHouse is in the same range of price than interactivedata (ex Comstock actually). The great thing about Comstock is that they cover 180 markets, but for the test we did they are absolutely not low latency. They are often even slower than Reuters. I mean we are speaking here about 200 or...
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    Fasted feed with API for L1 ?

    I am not the one who deal with the contract in the fund so I do not really know how much we pay for that. But you can not compare eSignal to that kind of product. eSignal is designed for retail, QuantHouse is designed for professionnal extremely low-latency sensitive. I use it with a...
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    Data feed for automated trading

    You can also check out www.quanthouse.com
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    Fasted feed with API for L1 ?

    I am currently using QuantHouse's Feed. It is extremely fast (www.quanthouse.com). I ve used the major data vendors (Comstock, Reuters directfeed, Bloomberg fast pipe and GL). Their feed is always faster of 250 ms and the spread increases when the volume increases. I ve measured up to 5s of...
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