Recent content by skunks

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    Any one tried Bloomberg Event Driven Feed ?

    MRBRETTONWOODS, I've tested IQFeed's latency - it is hudge (>1 min) comparable to DJ, here is the screenshot.
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    Any one tried Bloomberg Event Driven Feed ?

    Has anyone tested IQFeed's latency ? Is it less then 1 second at least?
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    Any one tried Bloomberg Event Driven Feed ?

    Yes, the price is not so nice.
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    Intraday Gaps in GC

    Thank you! It seems that you are right, this broker's feed misses ticks. As for TradeStation, it is not the case anymore, if there is no data, no ticks appear. E.g. for minutes or seconds bars, if there were no trades - no bars appear.
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    Intraday Gaps in GC

    However, TradeStation gives other picture
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    Intraday Gaps in GC

    Don't know know what is the reason of intraday gaps in Gold and can I predict time of its occurrence in order to stay aside? For example, here is a situation that occurred while scalping Gold. I placed a limit buy order at 1401.5. My broker filled it. However I cannot see my trade among...
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    Any one tried Bloomberg Event Driven Feed ?

    What is the lag? More then a second or less?
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    Any one tried Bloomberg Event Driven Feed ?

    Hello! I want to build a robot that reacts quickly to jobless claims numbers. Bloomberg is the only place I know is providing such a service. May be you know other places? I wanted to get info from Bloomberg website...
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    Best place/broker to get free/cheap level 2(market depth) data?

    LightSpeed gives level 2 $20/mo (for stocks). It offers demo also.
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    TradeStation intimate questions

    I've done the tests: LightSpeed gives MORE ticks then IQFeed. IQFeed gives MORE ticks then TradeStation (e.g. TradeStation gives 130 ticks per minute, IQFeed gives 186 ticks per minute for GLD). Besides TradeStation does not have historical bid/ask prices (IQFeed does). However this is...
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    Order Flow indicators (www.tradingphysics.com)

    Have anyone tried to get real-time data from them? I receive heartbeats but do not receive any so-called "tick" updates. Support is silent.
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    Tick chart fence bars

    The problem is solved now. It was due to combination of 2 settings in Sierra Chart: 1) Intraday Data Storage Time Unit was 1 Second, not 1 Tick. 2) Split Data Records in Chart Settings
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    TradeStation intimate questions

    If anyone could post after-hours ticks from TradeStation for 2012-09-06 for IBM then I can post here a comparison with LightSpeed and IQFeed. Why after-hours? Because they are easy to compare because of small number of ticks :) The second question I'm very interested in is EasyLanguage...
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