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Search: Posts Made By: Spartan
Forum: Brokers November 7th, 2014, 01:08 AM
Replies: 16
Views: 7,671
Posted By Spartan
Should add the comparison above looked at live...

Should add the comparison above looked at live data which was then compared to 'what actually happened' back fill data from CME. Even live and back fill streams can differ from the same vendor.

...
Forum: Brokers November 4th, 2014, 08:09 AM
Replies: 16
Views: 7,671
Posted By Spartan
IQ Feed data matches CME data of Friday 31...

IQ Feed data matches CME data of Friday 31 October 2014. Between 13:09:01 and 13:09:06 New York time. 140 did in fact trade on the bid at 2007.50.

On this one random sample, Gain Capital data...
Forum: Brokers October 31st, 2014, 01:51 PM
Replies: 16
Views: 7,671
Posted By Spartan
On the fly data, need to check but between 13:09...

On the fly data, need to check but between 13:09 and 13:21 ET today:

- IQ Feed reports 140 traded on the bid at 2007.50.

- Gain Capital (CQG-OEC) reports 148 traded on the bid at 2007.50.
...
Forum: Brokers October 30th, 2014, 01:45 PM
Replies: 16
Views: 7,671
Posted By Spartan
CQG / Gain Capital / OEC

Spoke with a representative:

1. CQG is a continuous stream over the network.
2. Does not drop ticks to provide price accuracy. Always tries to stream all data from the exchange.
3. Can not...
Forum: Brokers October 30th, 2014, 01:39 PM
Replies: 16
Views: 7,671
Posted By Spartan
Wow! Am on a similar path playing with the better...

Wow! Am on a similar path playing with the better documented IB API but finding it much harder going with the spartan IQ Feed API documentation.

I am encountering a lot of "wow" and "ah ha"...
Forum: Brokers October 28th, 2014, 05:23 AM
Replies: 16
Views: 7,671
Posted By Spartan
SMCJB good information. Thanks. Looks like TT...

SMCJB good information. Thanks. Looks like TT is exhaustive and robust in tackling data dissemination.

Big Mike. Will do. What data source and download tool are you using? I am using QCollector...
Forum: Brokers October 27th, 2014, 11:18 PM
Replies: 16
Views: 7,671
Posted By Spartan
Indeed that key piece of information! The ES...

Indeed that key piece of information!

The ES December 2014 contract. I downloaded the back fill tick data from IQ Feed.

Thanks for pointing me to the AMA thread, relatively new did not know of...
Forum: Brokers October 27th, 2014, 10:41 PM
Replies: 16
Views: 7,671
Posted By Spartan
Data Feed to Avoid Dropped Ticks - Rithmic vs CQG vs eSignal vs IQ Feed

1. Does DTN IQ Feed drop ticks in order to provide price accuracy at speed? Between 09:29:59 and 09:30:00 last Friday 24 October 2014. The TickID went from 26321491 to 26321589 in the back fill...
Showing results 1 to 8 of 8

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