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  1. J

    eSignal : incorrect futures continuation in (vs Bloomberg)

    The web site link shows a tick box: Back adjust previous data on rollover: Controls whether historical data is back adjusted when the contract rolls over to the new front month or not. Maybe OP just missed it?
  2. J

    eSignal : incorrect futures continuation in (vs Bloomberg)

    Don't understand - they have a mechanism for continuous futures which works - and you want what?
  3. J

    eSignal : incorrect futures continuation in (vs Bloomberg)

    Follow this to create a continuious contract. http://www.esignal.com/exchange/02_2012/support_central.aspx Compare and contrast the back adjusted versus non-back-adjusted charts. If you can't figure it out, contact eSignal for support. Maybe there's a bug.
  4. J

    Physical Settlement FX Brokers Forum

    Western Union offer this type of service - they acquired Travelex's corporate business FX unit a few years back. Not quite the spreads of the interbank market but certainly better than any bank.
  5. J

    Gotta love ZERO RISK in the SP500 = $$$

    Where's my hoverboard?
  6. J

    Historical Index Data (EOD/EOM)

    Most of those indices are definitely in the realm of only available on institutional platforms - others are a bit vague (i.e. who is the issuer of the index etc.). I find it quite surprising that the paper does not referencing the data vendor and symbols used, and explain why that data is...
  7. J

    Historical Index Data (EOD/EOM)

    Very few indexes go back that far and very few index providers have extended any indexes created in the last 20 years back that far. Perhaps if you could tell us what type of indexes you are seeking? Which markets? Security Types? Market Cap? etc.
  8. J

    LMAX manager,I want my $2492.53 back

    Have you followed their complaints policy and procedures? http://www.lmax.com/pdf/Complaints-Policy.pdf What was the outcome?
  9. J

    Where to download split-adjusted historical prices?

    I've used a few data vendors in the past - Premium Data is way ahead of the rest due to the delisted data and extensive history. CSI is a little worse on data quality. Eoddata was terrible. Anything that downloads data from Yahoo is even worse.
  10. J

    Interactive Brokers Revising Fees for Data

    You have to drop money on data fees if you want to play the game. IB charges are simply pass-through. ICE have a contractual relationship with every distributor of their real-time data (i.e. IB) and the fee is $85/user/month for access to real-time data on ICE Futures US. If you want to...
  11. J

    Interactive Brokers Revising Fees for Data

    Futures is the big boys game. Make your capital elsewhere then come back when you have enough to play.
  12. J

    Interactive Brokers Revising Fees for Data

    So find a different brokerage that doesn't class you as pro when you trade through a company. (maybe worth starting a new thread for this). Or restructure it so you trade as an individual.
  13. J

    Looking for WTI or Brent crude oil real-time price API

    Judging by your reply you need some tough advice.
  14. J

    Interactive Brokers Revising Fees for Data

    You can't afford to trade futures. Move on and trade something else.
  15. J

    Looking for WTI or Brent crude oil real-time price API

    You are way too undercapitalized to trade if you can't afford a delayed feed. If you don't value your time developing some sort of crappy scraping solution off a web site you are fooling yourself. When you decide to pay: IQFeed eSignal IB as part of your brokerage account Metastock Xenith...
  16. J

    Coverage of Russell 3000 Total Return Index on a real-time basis

    Right now the Russell 3000 Index is calculated by Russell and provided by RussellTick to be disseminated by NYSE after 10:30pm NY time. This is hardly a "timely" index in that it comes out several hours after the market closes. My end-of-day data vendor of choice tells me that this poor level...
  17. J

    Data sets show different data

    If your data provider (free or not) can't accurately describe what their data represents - why are you using them?
  18. J

    Data sets show different data

    Clearly it's different data or at least a different interpretation of the data. Some vendors (e.g. on a 5 minute chart) put the 16:00 bar as all trades as 15:55:00.001 through 16:00:00.000 Other vendors put the 16:00:00 bar as 15:55:00 thorugh 15:59:59.999 I prefer the former as the logic...
  19. J

    Data sets show different data

    It's not their core business
  20. J

    Data sets show different data

    Yahoo and Google do not have quality data. If you want quality (and support) for data you'll have to pay for it. Apart from quality issues (they actually don't care whether the data is accurate) you might also find that different data sources are used (consolidated tape, BATS-only or...
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