European low cost futures datafeeds

just21 · Jul 24, 2003

The ones I know about,

www.ird.com uses antiquated realtick software.
www.iqfeed.com not filtered.
www.esignal.com not really cheap and the european data used to be slow or incorrect often, has it improved?
www.mytrack.com heard little about this.

I found something in German called tai-pan. IRd uses fides, is this value for money? Are there any other low cost futures feeds in Europe available via the internet? What are your experiences with any of them?

thanks

Ditch · Jul 24, 2003

you forget the best and cheapest one: IB

just21 · Jul 24, 2003

IB doesn't have backfill. This is not a problem if IB didn't close down every night. Do any of the charting applications that work with IB log back on to continue collecting overnight globex data while you sleep? thanks for any help with this problem.

just21 · Jul 24, 2003

What programs capture the IB datafeed? I have heard of neoticker, quotetracker, sierrachart and amibroker works with quotetracker. Which is the best one?

CoolTrader · Jul 24, 2003

www.iqfeed.com: I'm interested but never tried. what do you mean not filtered?
www.esignal.com: I've been using esignal, it is pretty good, a little expensive though.
www.mytrack.com: I've tried before. Data feed can stop for a few minutes, and you may not even notice because it skips the missing data instead of showing gap on charts.

just21 · Jul 24, 2003

IQfeed just put out the data without checking if the price is anywhere near the last price.

BKuerbs · Jul 24, 2003

Have a look at www.futuresource.com. They offer some packages under the name of fsextra which might be suitable for you.

regards

Bernd Kuerbs

atorchio · Jul 24, 2003

Sierra charts collects data from IB and has backfill from MyTrack.

Basically, you run MyTrack as backup and backfill, so no real time here: the cost is just 25 $ monthly.

Sierra itself is very inexpensive: should be 60 $ yearly.

You collect real time from IB, and run a backfill anytime you need it.

alberto

atorchio · Jul 24, 2003

I have AmiBroker real time version, 199 $ yearly licence, and use it with MyTrack real time data (around 40 $ monthly + exchange fees).

AB is better than Sierra in that it is not only more sophisticated, but also has wider users community: you always easily find solution to your questions.

It can get data from Quotetracker, so the latter could work as a "bridge" with IB feed. However, I don't think you can have backfill. Why not asking to the developer himself?

alberto

CoolTrader · Jul 24, 2003

atorchio, do you use sound alert for Sierra and Ami? I've used Sierra before, its charting features are fine, but the sound alert is not good enough. Amibroker's user interface is awkward, I don't know how it looks in the latest version.
Your recommendation of using delayed mytrack with real time IB is a good idea. Do you have to pay exchange fees if you use delayed data? Based on my experience, mytrack it is a low price and low quality vendor, which can only be used as backup. As I mentioned before, sometimes data feed can stop, and it would not show missing data as a gap on charts, instead it just skips it and makes you unaware of.

Thanks.