Is trade station's historical data filtered as well? Ninjatrader also has a data filter but it only work in real time so the historical data is still unfiltered.
Quote from apex82:
Thanks, I will look into NXCore further to see if it is right for me. In terms of a exchange specific data feed.... can you lead me in some sort of direction? I am trading mainly amex and nasdaq.
Quote from Lawrence Chan:
eSignal provides exchange filtering on US stock symbols.
e.g. When you are receiving data for IBM, you can specify that you want NYSE data only. And for MSFT, you can specific NASD only, etc.
They call that Regional Data.
Other data vendors may have it so shop around.
Quote from apex82:
This would benefit because the issue with out of sequence trades is multiple exchanges? Using only one should correct the issue?
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