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Yes, the average varies between 300 to 600 ms depending on individual exchange and trade / quote tick type. StdDev is typically 500-800 ms. At the same time iqfeed anounced the upcoming introduction of the millisecond timestamp field. May be worth another look when that actually happens.

I don't know... I submitted 2 bug reports to them and have never heard back. Worse off, their real-time latency has recently and suddenly increased from 200-300 ms to 600-1000 ms average (happened across all of the equity exhanges, while my IB feed is coming with the same latency as before, so...

They offer market movers query but that's about it for the feed API.

Well, they are still charging my credit card every month and I am still able to access both their historical and real-time feeds, so they must be in business. Given the price they're charging I wouldn't expect much if any support though.

Possibly, though my ping time to AT server is 65 ms (and that's the round-trip time). My ping to IB is 90 ms. So it's not that bad. The stability of one's clock is key when trying to measure all these latencies - as I already mentioned my built-in RTC drifts by about -150 ms per 15 minutes. If...

Totally agree. The "serious trading" was meant to be something along the HFT lines, but then it turns out that neither of these feeds would be even remotely good for that. I originallly promised a report on latencies, and, unfortunately, I am still struggling with getting a working...

Can you provide more details about what your exchange feed is, how you're comparing and whether the stock is high/mid/low volume? I did spot comparison of my own recorded IB ticks (RT_VOLUME) against the tick history from ActiveTick for some mid-volume stocks and IB ticks were actually "close...

ActiveTick, NASDAQ Data-On-Demand and probably a dozen of other more expensive providers. Btw, NASDAQ Data-On-Demand does not appear to do anything with NASDAQ and is provided by some company in CA, having a bunch of other "On-Deman"-named services... They never replied to e-mail, had to call...

The "charting app" remark was meant to highlight the lack of milliseconds in the timestamp as well as not having any trade attributes. Otherwise there are no particular restrictions short of the obvious ones like not to distribute the data to others.

The bug in the COM version of the API is that it never returns quotes in the tick history data, only trades. The flag indicating that one wants quotes is for some reason not propagated down to the native API, where it is always false. Triggerring a break-point right before the native API is...

Yes. I am not sure about ALL, but a quick look at AT shows trades and quotes from NasdaqOmx, NasdaqOmxBx, Arca, Bats and BatsY. IQ will likely limit you to the list of exchanges you agreed to pay the fees for. AT does not offer L2, only IQ does. I didn't subscribe to L2 as I dont have a use...

Take One For The Team I was frustrated not been able to find any reasonable comparison between AT and DTN feeds short of "DTN is the best out there" (without much clarification of what the "best" actually means). So I had to spend about $500 and a good part of the Labor Day weekend to do my...