Data feed for automated trading

H

hwgl365

Guys i need some help i have an automated black box that works fine so far
Everything was programmed in house however i have a lot of trouble finding the right data feed to work with my black box
every time i try new data feed the machine get stock and it seems that it doesn’t have all the data necessary would anyone be able to advise on a good source for me to use their data feed
 
Quote from hwgl365:

Guys i need some help i have an automated black box that works fine so far
Everything was programmed in house however i have a lot of trouble finding the right data feed to work with my black box
every time i try new data feed the machine get stock and it seems that it doesn’t have all the data necessary would anyone be able to advise on a good source for me to use their data feed
More...

Try IQfeed
 
the biggest problem with data feeds used for auto trading is that the feeds are typically behind. i would suggest who ever you clear thru - take their feed and use it. that way at least you wont go nuts with two different price prints on everything. mb
 
Not sure I got your message...

If you use a low latency feed in order to trigger your orders, you don't care if the quotes comming from your broker are behind...

The important thing are 1-when you send the order and 2 - at what price you are filled...

If I use for example IB with the QuantHouse Feed... IB is at least 500 ms behind and I do not have any confusion getting their prices with that delay, as my black box send the right orders with the right timming... I just use the execution report from IB...
 
WELL I GUESS WHAT I WAS TRYING TO SAY - sorry just noticed caps on - anyway. i am saying for me the most stressful thing about trading systems is getting the orders to match the system trades. or what the system actually thinks its done. most often the system trades great but execution is lacking, sometimes you get a bone but most times you dont.

that is unless you counter trend trade, in that case with a high
% win system you can actually beat the system by getting better than expected fills.

mb
 
Quote from Cre8UrF8:

DTN's NXcore is supposed to be very good.
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It's not DTN...
It's just one guy with an idea and a website.

Unfortunately...
The the product is so "sophisticated"...
That you can either get 100% of the data for an exchange or 0%...
Nice binary decision.

Like I really wanna process 20,000 ticks/second from the NYSE...
When I need < 1% of that.

They make it sound like anyone can manage TERABYTES of data on their home PC.

Their website "documentation"...
Consists of ONE phony sounding "testimonial letter".

No specs in a PDF file... no forum...
Just a salesman taking down to engineers.

Anyone actually needing a 100% tick service...
Would have a big tech budget...
And would go with a eneterprise player like Reuters.
 
Quote from Aibo:

Not sure I got your message...

If you use a low latency feed in order to trigger your orders, you don't care if the quotes comming from your broker are behind...

The important thing are 1-when you send the order and 2 - at what price you are filled...

If I use for example IB with the QuantHouse Feed... IB is at least 500 ms behind and I do not have any confusion getting their prices with that delay, as my black box send the right orders with the right timming... I just use the execution report from IB...
More...


What are the fees for QuantHouse? I couldn't find a listing of fees at their website, just some information about a demo and how to contact them.
 
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