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No, but I have do have lots of experience subscribing to lots of data vendors (live and end of day). I have been trading since the late 90s. Intermittent bad data (especially if you don't know that it's wrong) causes all sorts of issues. Good data is like oxygen for traders. Bad data is like...

Seems you get what you paid for!

Why just NYSE? Seems like exchange-bias to me.

IBKRATS isn't part of the smart routing though: https://www.interactivebrokers.com.au/en/index.php?f=4485 IBDARK as a routing destination does seem to be part of smart routing: https://www.interactivebrokers.com/en/software/tws/usersguidebook/ordertypes/ibdark_orders.htm Welcome to the murky...

You're welcome.

It's a shit index anyway. It includes security types such as preferreds, debt instruments, double (triple, quadruple) counts companies with multiple classes of securities and ignores major stocks traded on other exchanges (eg. Alphabet, Amazon, Apple ...). Consider the two classes of Berkshire...

Them: Ego Us: Not much

Of course it's correlated. But it's still wrong. Some would argue that volume on an index is garbage anyway, since it equally weights all stocks, no matter their price or weighting in the index, and it rises disproportionately for trades in low priced stocks. e.g. consider the effect of AAPLs...

Yes, but do you have any idea of the volume that they use? You are using garbage data for volume which will change once you get a data source you understand. Just quoting the source as Quandl doesn't make it good. Let me give you a hint. Volume on Quandl for S&P 500 for 2017-03-17 shows...

Interesting you mention close + volume. What volume do you use? Consolidated tape or primary-listing venue? Do you incorporate pre and post market volume? Do you reduce volume for cancelled trades? Understanding the source and validity of your data is VERY important.

Which data provider do you use? Signals are garbage with garbage data providers. Your blog talks about Quandl - I sure hope you don't their Yahoo data (which comes from CSI).

Robert Morse/LightSpeed Trading - I'm not experienced with your equities feed covering corporate actions, tick data, cancelled trades etc. What do you offer? Do you have documentation available online (I could only find https://www.lightspeed.com/trading-api/ in my brief search) To be fair -...

To put it clearer: Brokers are in the broking game. They need to ensure that orders are filled in an accurate and timely manner in accordance with their customers' absolute instructions. To expect them to cover data in any meaningful sense, incorporating multiple exchange feeds across...

Real traders don't user broker data feeds. Why? It's not their core business.

They are all correct. Your issue is that you haven't defined the "earnings" part of the P/E ratio. If you don't understand fundamentals, don't try and compare different providers until you do. "There are three kinds of lies: lies, damned lies, and statistics." - seems to apply here.

1. I have no idea about this one. Your original post didn't state that, so you seem to be confusing the open with the high. 2. I do not understand your question. I don't use WLD so can't really answer anything specific though.

Floats have 6-7 digits of precision. Double has a lot more. In C# the decimal type is perhaps what you seek (at a performance cost). This is a normal computer programming issue - maybe you just need to round to 6 sig figs?

Stupid question. Serious HFTs are embedding trading systems on low-latency Ethernet switches and have been doing so for a few years now. Do you think a retail service can compete? Maybe you don't have to be HFT to make a profit! Hint hint!

The next price gouge from the exchanges is "non display usage". You should see the fees for that!

Lots of free data out there. Is it worth the price? No.