DTN IQFeed pricing for CME

T

tradingcomputer

Hi,

Anyone would share some understanding on DTN IQFeed pricing?

I need Emini S&P 500 future, tick data, historical, real time data, order book. I may need other futures in near future.

I have checked their website, asking by email on the pricing, anyone have any experience with DTN IQFeed?

From their website, http://www.iqfeed.net/index.cfm?displayaction=data&section=feewaiver

For all CME Group exchange's Globex data packaged together ($15 for level II data), do I need to pay $3 for level I data? or $15 has covered both level II and level I?

Anyone know what sort of feed I can get when I subscribe for "all CME Group exchange's Globex data"? Who are in CME group, are they CME, CBOT, Nymex and/or Comex?

I tried price calculator, select CME emini.
Monthly Basic Fee: $95.00
Monthly Exchange Fees: $46.00 (will this be waived become $15?)
Monthly Premium Fees: $0.00
MONTHLY RECURRING FEES: $141.00
TOTAL FIRST MONTH FEES OWED: $141.00

So, the bottom line, if I qualified for CME fee-waiver, for Emini S&P 500, I will need to pay $95 + $15 (and may +$3?), is it correct?

Many thanks for your help.
 
Why are you all still paying for this stuff? Brokers like AMP Futures are making all futures exchanges data (tick, full book), historical tick data, trading platform - everything available for 15 bucks a month.

Don't like AMP? Use Deep Discount Trading? Howard there is just so helpful and prompt. Costs a bit more, but nowhere like this fancy hundreds of dollars in data fees...

I am sure there are many more offering essentially the same deals
 
Thanks DarthSidious, I will look into these vendors (e.g. AMP, Deep Discount Trading...).

I was looking into DTN IQ as it seems quite popular and people says it has high quality.

By the way, got the reply from DTN,

The fee for IQFeed with Emini market depth, $50 startup fee plus $115 per month + exchange fees.

The exchange fee can be a non-pro fee if the software has order execution capability, which is $15 for level II and $3 for level I.

Adding another international future exchange would be $30 plus exchange fees.

Plus $324/year for API access, this can be waived if we have a commercial software application.


I will do some more vendor research over the weekend before deciding... next week.

Any thoughts on what data feed should be used for Emini futures, real time, tick data with market depth?


DarthSidious said:
Why are you all still paying for this stuff? Brokers like AMP Futures are making all futures exchanges data (tick, full book), historical tick data, trading platform - everything available for 15 bucks a month.

Don't like AMP? Use Deep Discount Trading? Howard there is just so helpful and prompt. Costs a bit more, but nowhere like this fancy hundreds of dollars in data fees...

I am sure there are many more offering essentially the same deals
More...
 
It really depends on what your trading software is like. What is your front end? TT? Are you using Interactive Brokers for execution but don't like their shitty data? Ninja Trader? Sierra Chart? Please give us some details. AMP, Deep Discount Trading... etc. will support pretty much any front end you like. You execute your trades with them. The whole data thing comes as a package deal
 
Thanks DarthSidious.

My current order execution is Interactive Broker (IB), I run TWS just for verification, the order executed using IB Java API. I need a higher quality data, my current focus is CME emini futures
  1. historical tick data
  2. historical 1 minutes bar
  3. real time market data
  4. market depth
I have customised trading code, running on Java and PostgreSQL, currently using Linux as all my strategy discovery are running under Linux

DarthSidious said:
It really depends on what your trading software is like. What is your front end? TT? Are you using Interactive Brokers for execution but don't like their shitty data? Ninja Trader? Sierra Chart? Please give us some details. AMP, Deep Discount Trading... etc. will support pretty much any front end you like. You execute your trades with them. The whole data thing comes as a package deal
More...
 
tradingcomputer said:
Thanks DarthSidious.

My current order execution is Interactive Broker (IB), I run TWS just for verification, the order executed using IB Java API. I need a higher quality data, my current focus is CME emini futures
  1. historical tick data
  2. historical 1 minutes bar
  3. real time market data
  4. market depth
I have customised trading code, running on Java and PostgreSQL, currently using Linux as all my strategy discovery are running under Linux
More...

Clarifying a bit more details on what sort of datafeed I am looking for in this thread
http://www.elitetrader.com/et/index...rdable-datafeed-with-api-any-thoughts.296734/
 
Having used IqFeed in the same fashion, I can confirm your understanding of the pricing is correct. Just a tip...in the future go get pricing info directly from the vendor or exchange. They don't bite. It's better to get first person info from someone whose job is to respond to you than a bunch of hearsay from ET.
 
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