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The Question is how much faster is the direct feed than the public feed? If some ISVs/Market Data Providers have arrangements with the CME on that front, it would still be of assistance. It looks like the CME really has dated infrastructure compared to something like BATS...

And this? http://www.waterstechnology.com/inside-market-data/news/2215166/cme-upgrade-targets-latency-variation "CME Upgrade Targets Latency Variation Author: Max Bowie Source: Inside Market Data | 10 Oct 2012 Categories: Exchange Data | Latency Topics: dataIMD2012Oct8CME GROUPLatency...

http://www.hftreview.com/pg/newsfeeds/enyx/item/80621/enyx-fpga-feed-handler-chosen-by-quincy-data-for-cme-data "Enyx has also currently started developing a CME iLink order entry platform in FPGA. Target for certification is May and this would bring the whole CME round-trip (including market...

If the last link isn't working, then try this: http://www.djnewsplus.com/rssarticle/SB136738776100009714.html The Latency disadvantage may possibly be related to this too: http://www.cmegroup.com/tools-information/floor-trading/order-direct-api.html So, instead of using the CME FIX...

Those numbers represent an aggregate that includes ordinary orders, it's not a measurement of ultra-low-latency connectivity. The B2bits FIX engine, for example, is pre-certified with the CME, these are their numbers...

I think ORC is similar to slightly slower than Tbricks (founded by former ORC guys, around 800 microseconds), but Flextrade has around 20 microsecond latency and RTS can do 100-150, if you use their co-location services.

Sounds like Bloomberg EMSX (comes free from with the subscription), for $2000 a month with a 2-year contract (or $1800 for multiple subscriptions) , could be a decent solution for you. Co-location for this though would be dependent upon the broker-end solutions or what you would be able to setup...

http://www.updata.co.uk/TA/Default.aspx How good is it vs Multicharts or Tradestation?

http://gorillavid.in/rw6suj2oavul http://www.putlocker.com/file/342F8C62BCEC1BDB https://mega.co.nz/#!uAwnjKRA!fqjZkA7il8K_WvF6HdW2VFP5wilfX3Cws0OGZBklt5I http://depositfiles.com/files/dibkmbtw0

I don't want to get into this juvenile argument, but have you ever personally used CQG Tick Data? If you haven't, then it's not my responsibility to inquire on your behalf.

You can contact them if you want. They're open all night. There are other forums that discuss this particular limitation of CQG data, so it's not just me.

I saw that information on their web page as well, so that is also what I assumed, however when I called them, they told me that the data was only available at a 60 second resolution.

They may have 'tick data', but the resolution on their time-stamps is 60 seconds...

It is L2 EOD historical tick data for all major US equities exchanges. They will give you the data in bulk via FTP. However, they also offer a real-time feed at a different price point. The client they use is called 'QuoteSpeed', and it can only be accessed either via DDE or through ip...

Apparently, some data vendors (like CQG) will provide *uncompressed pricing data*, but only at the same resolution as their compressed bar data (60 seconds). So, they call it 'tick data', but I'm not sure if you can call it true tick data, since it doesn't capture every tick. As far as B-pipe...

By the way, that's 990 for level 2. Level 1 costs 600.

Morningstar Quotes, apparently now offers sub-millisecond timestamp resolution tick data for all us equities exchanges for $990 a month. The historical data goes back to 2003. For all non-us equities exchanges, including futures exchanges it will be $990 a month for each exchange. However...

Reuters Elektron is the real-time low-latency tick data + historical data feed product. Out of curiosity, how much are they charging anyway? Their historical millisecond tick data-only product is called 'Datascope'. Does anyone have a price quote for that? *'Datastream', is their economic data...

I explained the title in an earlier post. Many retail brokers advertise themselves as offering 'real-time' trading, but often that is not the case. Also, the cost structure at the retail level is not incentivized towards direct-access trading.

Forget about flash orders and other forms of HFT. You were explicitly chastising 'hft internalizers'. That is the topic of discussion. Don't bring HFT in general into this discussion. That is a diversion. Stop trying to find avenues of escape from your established blatant hypocrisy.