ActiveTick vs. IQFeed vs. IB (TOFTT)

Quote from JamesEM:

I'm not well up with all the technical terms but has anyone else noticed that IB charts only show the mid-point/price of the first and last trade of any one second??

I think that's pretty terrible.

I'm assuming other 3rd party software shows more/all mids even intra-second? Any suggestions??

Thanks.

J
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Should add that it prints the midpoints of every beginning and end of a second on the chart. Not in between.
 
Quote from a-greenwell:

OP- great review, thank you.

Has anyone compared Thompson/Reuters/Equis, eSignal, Tradestation real-time equity feeds?
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I don't think Thompson Reuters can be directly compared to eSignal/Tradestation, it is a completely different product aimed at completely different market segments. Reuters works with Savvis to deliver their realtime data, the quote I got was $4k/month, and you need a dedicated 100MBit pipe to your machine...

@ OP, can you post some sample data from the vendors you tested? I'd like to compare against QuantQuote TickView data I saved during my trial last week.
 
Does QuoteCenter work on linux using wine
I checked the requirement and its a windows only application

Its important to note that AT and IQFeed and IB all work on linux (IQFeed uses wine)

The only other linux compatible feed i know of is Barchart
 
Quote from Tcl:

Does QuoteCenter work on linux using wine
I checked the requirement and its a windows only application

Its important to note that AT and IQFeed and IB all work on linux (IQFeed uses wine)

The only other linux compatible feed i know of is Barchart
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I tried to install QuoteCenter on CentOS 5 and Scientific Linux 6 using wine. Both failed.
 
Yea, I forgot to mention, QuantQuote TickView is natively Linux, on Windows, it needs to run under Cygwin.

I think there should also be a distinction made between 'push' and 'pull' type data feeds. Feeds where you are pulling the data via an API tend to scale badly because of the time it takes to make say 1000 requests. On the other hand, feeds that push you the data open a socket connection and continuously pipe data over as soon as it is available and have much less delay. The downside is much higher bandwidth usage.
 
Another interesting option to get more data feeds on linux

Is to use Sierrachart, Sierrachart can also run on linux using wine
and in addition to IQFeed, IB and Barchart

You will also be able to connect to TD Ameritrade
Of course you will not be able to use the feed outside Sierra
But you can program your own studies and indicators inside Sierra

So if one is interested to using linux, sierrachart should definitely be under his radar
 
fareastcoast - great point. Of the data providers you tested, which are "push" and which are "pull"?

Also, still interested to hear if anyone has used QuoteCenter...
 
Quote from a-greenwell:

fareastcoast - great point. Of the data providers you tested, which are "push" and which are "pull"?

Also, still interested to hear if anyone has used QuoteCenter...
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It seems like the vast majority of the offerings out there are 'pull'. My platform is CentOS, the only natively Linux 'push' data feed I can find is TickView (https://quantquote.com/live-data-feeds)
I was offered a 2 week free trial which I took, was able to set everything up properly without too much trouble in a couple hours. I don't need a feed quite yet, but when I do, I will probably go with this one.

The other product I investigated is the Elektron (http://thomsonreuters.com/products_services/financial/financial_products/a-z/elektron_real_time/)
They said it would be possible to do a trial, but the pricing was through the roof so I didn't bother setting it up. For the price they are asking though, I'm sure it works and they will offer good support...
 
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