We do not impose a lot of restrictions in using NeoTicker, that makes it hard for many beginners in trading who like to try many new things and expecting the program to stop them (or safe guard them).
Putting such restrictions into NeoTicker can be done easily. But majority of our existing clients objected the idea because they know how to stretch the limits
For users who connect to brokerage data feeds, it is not likely they will breach the limit of their computers. Thus the usage experience with, say, MB Trading is usually better.
Different data feeds have strengths in different areas. For example, eSignal's data arrives on time more often than other data feeds when the mkt is extremely busy while you are tracking a lot of symbols. On the other hand, QCharts has very long term historical data for someone who needs to conduct backtesting across many symbols over a long historical period. DTN IQ (IQFeed) is affordable and stable (with the latest API release) if you track a limited # of symbols. RealTick's data is also very good at arriving on time during busy mkt condition and its Level2 data is amazingly detail (we are thinking of ways to make that available to NeoTicker users).
One interesting issue with Internet data feeds is the use of combined trades in data delivery. When there are 2 trades, one at 10 contracts and one at 1 contract. It is not the same as 1 trade at 11 contracts. Many data vendors who try to reduce their server load, will choose to combine the "ticks" and sending reduced updates.
That will completely distort the information you get in real-time. I have done a presentation here sometime ago about the analysis of bid/ask data with respect to the tick data. If the ticks are combined together, you cannot analysis the information correctly at all. Here is a good example, when there are 10 trades each at 10 contracts, if your data vendor sends you a single update of 1 trade at 100 contracts - you thought you got a big player traded at that price.
Some data (like IB's streaming data) is by design to combine the ticks all the time because it is time polled. The more busy it gets, the less # of updates you get, and greater the number of trades are combined together per update.
As a summary, more busy the mkt, the more likely combined ticks is used for some vendors - but that is the exact time that you need those detail information, tick by tick.
Depending on your trading style, you may not need the tick by tick details. But for some traders, that is very important and paying up for the service that meets the demand is a no brainer.
