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  1. S

    Any one tried Bloomberg Event Driven Feed ?

    MRBRETTONWOODS, I've tested IQFeed's latency - it is hudge (>1 min) comparable to DJ, here is the screenshot.
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    Any one tried Bloomberg Event Driven Feed ?

    Has anyone tested IQFeed's latency ? Is it less then 1 second at least?
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    Any one tried Bloomberg Event Driven Feed ?

    Yes, the price is not so nice.
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    Intraday Gaps in GC

    Thank you! It seems that you are right, this broker's feed misses ticks. As for TradeStation, it is not the case anymore, if there is no data, no ticks appear. E.g. for minutes or seconds bars, if there were no trades - no bars appear.
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    Intraday Gaps in GC

    However, TradeStation gives other picture
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    Intraday Gaps in GC

    Don't know know what is the reason of intraday gaps in Gold and can I predict time of its occurrence in order to stay aside? For example, here is a situation that occurred while scalping Gold. I placed a limit buy order at 1401.5. My broker filled it. However I cannot see my trade among...
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    Any one tried Bloomberg Event Driven Feed ?

    What is the lag? More then a second or less?
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    Any one tried Bloomberg Event Driven Feed ?

    Hello! I want to build a robot that reacts quickly to jobless claims numbers. Bloomberg is the only place I know is providing such a service. May be you know other places? I wanted to get info from Bloomberg website...
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    Best place/broker to get free/cheap level 2(market depth) data?

    LightSpeed gives level 2 $20/mo (for stocks). It offers demo also.
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    TradeStation intimate questions

    I've done the tests: LightSpeed gives MORE ticks then IQFeed. IQFeed gives MORE ticks then TradeStation (e.g. TradeStation gives 130 ticks per minute, IQFeed gives 186 ticks per minute for GLD). Besides TradeStation does not have historical bid/ask prices (IQFeed does). However this is...
  11. S

    Order Flow indicators (www.tradingphysics.com)

    Have anyone tried to get real-time data from them? I receive heartbeats but do not receive any so-called "tick" updates. Support is silent.
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    Tick chart fence bars

    The problem is solved now. It was due to combination of 2 settings in Sierra Chart: 1) Intraday Data Storage Time Unit was 1 Second, not 1 Tick. 2) Split Data Records in Chart Settings
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    TradeStation intimate questions

    If anyone could post after-hours ticks from TradeStation for 2012-09-06 for IBM then I can post here a comparison with LightSpeed and IQFeed. Why after-hours? Because they are easy to compare because of small number of ticks :) The second question I'm very interested in is EasyLanguage...
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    TradeStation intimate questions

    Hello John, Thank you very much for your support of my survey! jtc> Yes TradeStation jtc> Offers Free Historical Data for both Technical and Fundamental jtc> Indicators. Could you tell me the depth of history for fundamental indicators, approximately? jtc> Yes, splits will show...
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    TradeStation intimate questions

    It seems that TradeStation does not give free trial.
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    Lightspeed vs. Interactive Brokers

    I'm too lazy to compare the fees I've got with IB's cost plus from their page, I find it too complicated. Maybe someone can give a practical comparison on their own statements. Is it cheaper then LightSpeed or not?
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    TradeStation intimate questions

    Hello guys who trade with TradeStation (or use it by any means)! I have a couple of questions the answers on which makes me decide to use TradeStation or not :) 1. I know it provides EPS and other fundamental data. But does it provide historical EPS for backtesting? 2. I know it provides...
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    Lightspeed gateway and API?

    it's $500/mo if you don't need a co-location. or FREE for you if your monthly commissions are more then $500
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    Lightspeed vs. Interactive Brokers

    Hello guys. I didn't have an account with other brokers, I trade with LightSpeed only. I like it. But what about commissions - I want to warn/ask you about the following fees except $0.45 for 100 shares: Tran Fee = $0.36 (varies) for Sell side of a trade. Add'l Fees = ~ from $0.2 to $0.3 per...
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    Who has the best Historical Tick Data?

    I agree. Book snapshot data is even 2 times larger, but it can be easily constructed using raw order add, cancel, delete etc messages. That's a good idea. I've checked out IQFeed, but they provide only Times & Sales (without Bid&Ask changes). ESignal is a better alternative, because, as...
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