IQ feed vs. IB feed...

I'm not sure where the servers are for the data-feed from IB, but DTN's servers are in Omaha, with some in Des Moines as well.

If you are trading out of the West Coast, this can help you avoid some of the typical internet "congestion" that occurs when trying to reach data-feed servers all the way back in NYC or NJ.

Love Quotetracker for charting.
Love DTN for the "IQ-Feed".
:cool:
 
Quote from ITR2744:

Sorry, I was a bit imprecise, I have typed "fills" between "" as I know that the datafeed has nothing to do with order exec..
I mean, that I got a better entry price compared with the snapshot feed with it's LONGBARS...
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Thanks for the clarification. For your trading method it is good that better data gives you a better bottom line.
 
what if you use volume charts.... lets say 5000v for ES? IB charts with volume look well, of course we know IB doesnt give tick data but what about volume?
 
Opentick moved their tick plant much closer to the exchanges to reduce latency, I wonder how they compare to IQFeed nowadays?
 
Quote from maxpi:

Opentick moved their tick plant much closer to the exchanges to reduce latency, I wonder how they compare to IQFeed nowadays?
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opentick is closed to new people unless u want to get me a login.

also IB for VOLUME charts , good ? no?
 
Quote from maxpi:

Opentick moved their tick plant much closer to the exchanges to reduce latency, I wonder how they compare to IQFeed nowadays?
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It's been almost 3 months now and counting.....they are STILL testing. No new subscribers permitted.
They are looking very shaky moving forward.
 
Quote from jtnet:

what if you use volume charts....
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When you use constant volume charts, the difference isn't that severe as the number of contracts traded matter and not the number of ticks.
Nevertheless, in critical situations you get still some long bars and therefore a bad entry price...
Unfortunately I didn't made a snapshot yesterday. I'll post one later...
 
Quote from ITR2744:

When you use constant volume charts, the difference isn't that severe as the number of contracts traded matter and not the number of ticks.
Nevertheless, in critical situations you get still some long bars and therefore a bad entry price...
Unfortunately I didn't made a snapshot yesterday. I'll post one later...
More...

yes please do
 
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