Data Speed - Esignal vs Qcharts

J

jsmith

I recently subscribed to both Esignal and Qcharts at the same time. I like the Qcharts interface and cleanliness of the charts.

I put up charts and quotes of the exact same stocks and I notice that the Qcharts is about 1/2 - 1 sec behind Esignal.

This tiny lag probably wouldn't matter unless you are a scalper but I was wondering if Qcharts will ever be as fast.

I heard somewhere that Esignal gets all its data from the exchanges and Qcharts gets its data from a secondary provider which causes the lag.

Is this right?
Will Qcharts ever be as fast?
 
When I compare Qcharts to Interactive Brokers I also notice a tiny lag. If the connection is good, it usually is only 1/4 s. Something like that, but I am not a scalper, so I really don't care

But... after all these years of trying everyting, I have returned to Qcharts. Okay for a 1 month trial... but I love it so far. but IMO it has the best charts, loads of intraday data, no annoying symbol limit and still the best user interface available (in this price class)

It has so many cool details that are sorely missed in other software... scaling, scrolling and point and click alarm setting are simply the best.

last but not least, the hotlists with filtering are absolutely great for a short term trader...

And... so far no server problems...

I think I might stay this time
:D
 
jsmith,

I have noticed the same thing with QCharts. In fact, when the market starts moving (which hasn't been very often lately), I can see a lag of 30sec to 1min in fast stocks & futures. Plus, their data is often wrong. Even something as simple as the open is frequently incorrect.

On the plus side, QCharts has a lot of historical intraday data; something ESignal continues to lie about year after year (oh, we'll be increasing our servers with the next release...)

Is there a data provider out there with both speed and historical (intraday) data?

:cool:
 
We use TAL to feed our trading computer -- no other retail provider has been able to keep up as well in the open crunch (we are often tracking over a thousand stocks on a tick by tick level at the open).

We use Qcharts for historical. I have a buddy who used Esignal for years and we were never able to determine that E was consistantly faster than the Q (but then we didn't bother much as we didn't care).

JB
 
If the 1 second delay makes a significant difference in your trading results i think it is time to look for another (better) trading system.

If you would take for 1000 trades any price at random within 1 second from the exact moment you wanted to trade, your results will probably be identical. Some quotes will be better, some will be worse, so the average price will not change much.
 
In many ways I agree here with Spike.

What is most important to me is whether that one second turns into 30 during a data crunch.

From my experience...Q&E = yes. TAL = no (usually)

JB

Quote from spike500:

If the 1 second delay makes a significant difference in your trading results i think it is time to look for another (better) trading system.

If you would take for 1000 trades any price at random within 1 second from the exact moment you wanted to trade, your results will probably be identical. Some quotes will be better, some will be worse, so the average price will not change much.
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