IQFeed vs Polygon.io

arbitech said:
iqfeed data is cleaner.
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Hey, thanks for the update ... useful for many people looking for a mkt data I'm sure. Can you explain what you mean by "cleaner?" I assume you are getting the "Raw Stream" so it should simply be pass-through with maybe some normalization added.
 
yes i didnt filter anything.
obviously, some times trades completely outside the bid/ask from far, but i didnt filtered trade condition if that was a late report condition or a bug.
 
no all they send is consolidated NBBO but for trades, sometimes, you see spikes. but as i told you previously i dont decode trade conditon (for speed purpose), in order to see if the trade i receive is a late report.
 
Screenshot_20180714-132405.png

Sorry, maybe I'm not clear. Are you subscribing to the raw stream as depicted below on the left?
 
Hi qlai,

sorry for my late reply.
after having discussed with them in details, they dont broadcast raw data stream as you sugget or as its written on the picture you sent.

raw data stream is known to be direct feeds from each market, i mean not normalized feed.
they told me that they receive consolidated feed nbbo, from a market data provider they are subscribed and they broadcast it...

so its not direct...but anyway 200 usd is just cheap.
ps: i completely droped iqfeed because i noticed a difference is slippage when i trade with poly.
 
arbitech said:
after having discussed with them in details, they dont broadcast raw data stream as you sugget or as its written on the picture you sent.

raw data stream is known to be direct feeds from each market, i mean not normalized feed.
they told me that they receive consolidated feed nbbo, from a market data provider they are subscribed and they broadcast it...

so its not direct...but anyway 200 usd is just cheap.
ps: i completely droped iqfeed because i noticed a difference is slippage when i trade with poly.
More...

In this case raw just means "tick data" (individual trades) as opposed to bars (aggregated).
Direct vs consolidated is a separate issue.

I'm curious why there might be a difference in slippage. Did you measure differences in latency and find IQFeed to be worse? Slippage is only a second order effect and it can be noisy, better to look at the underlying cause.
 
in the past i measured iqfeed years ago and i found 42 ms delay...
i made the test this week to re use iqfeed in live trqding and i noticed a bigger number of missed orders compared to poly.

the fact also that poly distribute from equinix, comapred to iqfeed who is located far from ney work.
 
i am in nj, few hundred meters from equinix ny4.

i pinged equinix and it was ....1-2

didnt calculated poly feed timestamp, just pinged.
 
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