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I appreciate both your replies, but since they don't really agree with eachother I'm still unsure. It would be awesome if someone with a different feed subscription could collect some similar statistics so we could definitively determine if my feed is abnormal or not.

Thanks for that DaveV. So out of sequence trades which are not flagged as such are expected then. It seems to contradict what rb7 said, so who is correct? DaveV sounds like he knows what he's talking about, but rb7 feel free to prove otherwise. DaveV you said that 7 seconds difference is "a bit...

Thanks for the reply rb7, but can you elaborate on what is normal? What kind of ordering guarantees would be expected? I don't want this to be about polygon I just mentioned it for completeness. I'd also like to know what I'm talking about if this is a bug that needs to be reported to them.

umm no... it's a generic question about realtime tick feeds. Is what I'm seeing here expected or isn't it.

I'm just starting to get into intraday stuff so possible newb question.. US equities, using realtime feed from polygon.io Is it normal that trades can be out of order by 10 or even 30 seconds, even if I filter the trades to a single stock and single exchange? For example, today these two...

Polygon switched over to a new feed provider for their equities data today (May 23, 2018) and I'm seeing a big improvement in quality (i.e., fewer missing trades) now surpassing activetick. I compared the tape from both on several stocks and polygon's trades were all a strict superset of...

If this is correct, intraday cross has no volume: http://www.nasdaqtrader.com/files/crosses/CrossStats20180518.txt

As far as I've been able to find out, IQFeed, ActiveTick and Polygon are the main competitors providing "cheap" retail oriented feeds with API capability and tick level data. IQFeed is the most expensive and offers the least historical data, only 6 months of backfill. My impression from reading...

Thanks for that DaveV. Now things are starting to make a little bit more sense. Shame on Jerry Chandler for going 10 emails back and forth with me, trying to sell me IQFeed without telling me what was really going on with NxCore. I will be looking forward to that announcement from Nanex, still...

Too late, I already sent them a mail :) Reply from Rithmic confirms what you said about not supporting equities: Any other suggestions?

Thanks for the suggestion, I will contact them for more info.. as usual their website hardly has any info at all, seems to be par for the course with these companies unfortunately. I don't get why they do it this way. About the DB: I'm interested in all equities, so a sqlite database with all...

So what will people use instead of NxCore? In my search for a data provider what I've found is that there seem to be two tiers. Low end ($50-$300/mo) and very high end $4000+/month. Low end solutions tend to have symbol limits, old and/or poorly designed technology and APIs, no built in...

Update: Jerry responded to this thread, says NxCore is not "dead": If a mod could change the thread title to "NxCore is no longer offered", that would be more accurate.

Wow, this sucks. I always aspired to subscribe to NxCore but it was too expensive for me. And now that I'm finally profitable enough to afford it, it's gone. What feeds are current NxCore subscribers migrating to? I'm not aware of anything else that's really comparable.

Why should I care if hedge funds are able to use the exchange to report/clear their gigantic trades that they somehow managed to agree on through some esoteric mechanism. To call this "liquidity" .. well I just don't get it, sorry. For SSFs to be attractive to me as a retail investor, I need to...

Wow, so many things I don't get about this post. "Liquidity is in the eye of the beholder" - why would you make this bizarre and aloof sounding statement. I don't think it's controversial to say that SSFs are extremely illiquid, and that this is the only reason that no one trades them given all...

Had the same issue, but it seems to be fixed now.

I tested all 4 combos in a live account: reversing long -> short at open reversing short -> long at open reversing long -> short at close reversing short -> long at close Every trade was successfully executed with a single order. (screenshot attached) What were you talking about "You can't do...

You're kind of begging the question... I said I didn't yet believe the part about needing two orders. With one order there is no "both" and no "one before the other". Would love to see a cite on needing two orders to reverse a position as I've never heard of anything like that before.

Are you saying that if I'm long 100 shares and want to be short 100 shares instead, I'm going to need two MOC orders to accomplish my desired position? I'm having trouble believing this - can you provide a citation?