Latency of these data feeds

Quote from kiwi_trader:

I trade asia and have only ever bothered with IB for day trading. My round trip delay is 100s of milliseconds.


do you day trade asia... if so aren't your comissions incredible? I looked on the IB rates and they are .08% of trade value
 
Quote from speculatus:

I had that impression (at least data-quality wise), although I didn't do full analysis like latency and lagging during huge market activity (I've heard some complains). I got Genesis API and tried to plug-in into my ATS, but stopped coding later - market data API was not well designed, was based on Windows MFC, and not available on Unix, which is must for me.

that's good. I have genesis it is compatible with my ATS and I'm able to use their datafeed... I'll probably stick with it
 
Spec,

Are you happy with Activ?

My list of possible feed providers includes Activ, Essex Radez, Reuters, Comstock, and Infodyne. Activ may be at the top of my list as they seem to be pushing the envelope, e.g. by designing specialized silicon for their options feeds (not something I probably would use at the moment, but got to give them credit for pushing the field forward, right? ;)

Anyone care to comment on the above vendors? There seems to be scant information comparing them on the Web. I guess not a huge number of people are actually in the market for this! Are there other Web sites where people who use these feeds hang out, or is it just not discussed very much at all?

Believe it or not, I'd actually LIKE to get compressed data. Options take so much bandwidth these days. And having to get a large amount of Radianz bandwidth would get super expensive, wouldn't it?

I'd like direct Linux/Unix access to the data, too.
 
Quote from Euler:

Spec,

Are you happy with Activ?

My list of possible feed providers includes Activ, Essex Radez, Reuters, Comstock, and Infodyne. Activ may be at the top of my list as they seem to be pushing the envelope, e.g. by designing specialized silicon for their options feeds (not something I probably would use at the moment, but got to give them credit for pushing the field forward, right? ;)

Anyone care to comment on the above vendors? There seems to be scant information comparing them on the Web. I guess not a huge number of people are actually in the market for this! Are there other Web sites where people who use these feeds hang out, or is it just not discussed very much at all?

Believe it or not, I'd actually LIKE to get compressed data. Options take so much bandwidth these days. And having to get a large amount of Radianz bandwidth would get super expensive, wouldn't it?

I'd like direct Linux/Unix access to the data, too.

The feed is superb, and C++ API is very solid. API coverage includes various UNIX flavors, which is hard to find even among professional data vendors.
 
Quote from Sky123987:

How would I do this...

Basically I want to see the latency in these data feeds, or how long it takes the feeds to receive the data from the exchange and process the data.

1) Genesis
2) InteractiveBrokers
3) OpenTick
4) IQFeed
5) eSignal
6) Any other data feed you can use with quotetracker

Also, if you know which one of these feeds has the lowest latency or the highest for the matter that'd be great to know too

Thanks


Checkout STAC http://www.stacresearch.com

If your seriously looking for solid benchmarks for various datafeed providers you might want to consider STAC a bunch of smart guys out of Reuters who recently started this company to do performance measurement testing specific combinations of application, middleware, operating system, processor, and network technologies against particular benchmarks - especially market data.

Best of luck.
 
Quote from Sky123987:

I have collected a monsterous amount of tick / open book data on OpenTick well into the terabytes and have created realistic simulations and AFAIK I have an edge.

I've coded the algo and ran this on IB for 1 day, (not Genesis yet but will try perhaps their feed is better). I should have made what I projected, but instead a made a TON due to the IB only sending packets every 200ms. The market started falling like no tomorrow and what I thought were buy limit orders being placed < NBBO ask ended up resulting in me taking out TONS of offers. At that point I was out of the room and when I came back Ifound myself extremely Long in the market, I shut everything down, closed out of all positions and found that the market rallied hard after I got filled.

~don't they say you'd rather be lucky than good

but anyway I really have to figure out how to deal with this lag

You can afford to colo at NYSE and are modeling data in Terabytes?? Why are you not running your own ticker plant???
 
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