Really unhappy with Ensign and DTN/IQ data feed

this is all sort of interesting.

a year a two ago, I had dtn, esignal and IB. I found esignal to always lag in fast moving markets. dtn to be second and IB to be the fastest. Which was fortunate because I traded futures with IB. I gave up on esignal when they started raising prices for what I considered to be second tier charting (tradestation is far superior in my mind) and third tier data. (when the data mattered the most...when the markets were moving with volume.
 
To jd7419: Thanks for your post and especially for the mention of the CQG data feed, which I was not aware of -- but it definitely seems like something that deserves a serious look. I hope you'll post your feedback about it if you do try it. Thanks again,
jo.m
 
I follow the speed of IB all the time. What I do is I made a small application which saves price information to the disk file and timestamps it. My computer's clock is synced with a atomic clock. Then after the trading day I download the tick data from the Globex (I trade Globex only) and compare it with my saved IB data.

My opinion is that this is the only and the right way to check the quality of data feed. This takes into account all the delays in connection to the broker, broker's delay and connection from the broker to the excahnge + exchange delay.
 
Quote from ScalpGuy:

I follow the speed of IB all the time. What I do is I made a small application which saves price information to the disk file and timestamps it. My computer's clock is synced with a atomic clock. Then after the trading day I download the tick data from the Globex (I trade Globex only) and compare it with my saved IB data.

My opinion is that this is the only and the right way to check the quality of data feed. This takes into account all the delays in connection to the broker, broker's delay and connection from the broker to the excahnge + exchange delay.
More...

And the verdict is........
 
Well you have to check this by yourself. Delays here is not the same for there...

In my case most of time I receive ticks within a same second. This is enough for me and my style of trading. News peaks are a different story.
 
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