IQFeed vs Polygon.io

CQG

Is already running since friday.

Thank you for sharing. Good to know.

Just for a reference: my primary is Rithmic and back-up is TT. Never a problem, even during severe storms and mega sell-offs of late those 2 didn't wink. (I trade futures only)
 
Thank you for sharing. Good to know.

Just for a reference: my primary is Rithmic and back-up is TT. Never a problem, even during severe storms and mega sell-offs of late those 2 didn't wink. (I trade futures only)

I used Esignal for about 15 years, then 5 years of IQfeed. Only the last 2 weeks I had severe problems (server crashes at IQfeed), costing me a multiple of the annual subscription.Daytrading futures.

Stopped out while stop in the market and no data, and missed trades because no data.

If this would happen again I will take a second dataprovider so that I can switch in case of emergency.
Have already a backup for internet connection (glassfiber cable and G4).
 
I trade through Ninjatrader Brokerage which offers CQG for 'free'. I also use IQ Feed since I need to download *.csv data for my database.

As such - I always have a back-up feed in case one should go down.
 
I trade through Ninjatrader Brokerage which offers CQG for 'free'. I also use IQ Feed since I need to download *.csv data for my database.

As such - I always have a back-up feed in case one should go down.

Can you still trade with the superDOM when on IQfeed? Is the brokerage part of Ninjatrader not linked with the "free" CQG datafeed?
 
Can you still trade with the superDOM when on IQfeed? Is the brokerage part of Ninjatrader not linked with the "free" CQG datafeed?

I suppose not.

If I lose the brokerage connection I'm only receiving data from IQ and won't be able to adjust or initiate trades beyond orders which are already in the market.

In that case - I suppose the only back-up would be to have multiple brokers.
 
I suppose not.

If I lose the brokerage connection I'm only receiving data from IQ and won't be able to adjust or initiate trades beyond orders which are already in the market.

In that case - I suppose the only back-up would be to have multiple brokers.

So it is not a real backup. You can only use it to manage an open position. And close that position by phone.
 
Quote from other thread....
There are conditions you must follow when generating an aggregate/bar ( OHLCV ). These are different for both CTA and UTP SIP feeds. We wrote a little article about this ( https://polygon.io/blog/understanding-trade-eligibility/ ).

Trades which happen off of exchanges and are reported to FINRA do not get counted in aggregate price ( only volume ). So the trade can be lower than that minutes high or low. The trade still happened, most likely in a dark pool.

I hope this helps.
Does IqFeed's underlying tick data have similar requirements for constructing?

How far off would the data be with polygon.io if constructing 1 minute bid&ask data without considering those principles?
 
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