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awesome job with the milliseconds. And all I want for Christmas is access to the top level of the bid/ask updates on a historical basis
If were really wishing though, it would be fantastic to have the data be the same streaming and historical, I understand it becomes a bandwidth issue though. Although I would love to be able to pay up for the nanex feed, my trading cannot support $1000/mo right now.
The symbols for the S&P500 and Dow Jones Industrial cash indices (SPX.XO and INDU.X) have no volume data, whereas eSignal, Yahoo and many other sources show volume for the cash indexes, which is useful for volume spread analysis.
I know that it is technically correct to show no volume for the cash indices, since they can't be traded, but the volume could be computed by adding the volume of each company in the index in the same proportion as its price contributes to the index.
For example, AAPL is about 3.8% of the S&P500 so 3.8% of its volume could be used to compute the index volume and likewise for all other constituents.
S&P don't publish the index weightings for free, but the holdings of the SPY ETF are published for free.
I could compute the index volume by downloading data for all 500 symbols, but I would rather have IQFeed do the sums. This would avoid using IQFeed's bandwidth too.
Would like to see more Asian markets added, OSE & HKEX would be nice. KRX too for the KOSPI 2000, but I wonder if there is very little US demand for any of these markets
I'm hoping they'll announce >6 mos of tick data soon. I also hope they will eliminate the restrictions during cash hours, this causes some delays in my development cycle when I write code in the day and need to test it, but can't.
Just a quick note/update that IQFeed has enhanced their nexusfi.com (formerly BMT) Elite Partnership program.
Elite Members can now receive a 50% discount off the first 3-months or 20% off an annual subscription, both with no setup fee, to DTN IQfeed. This is for new DTN customers only.
Note: Big Mike Trading does NOT receive compensation for these referrals, we simply worked out these special deals to help our Elite Members who have chosen to support the site. Even though we believe these are great products and services, you should always do your own research before doing business with a company.
I used DTN IQfeed for 6 weeks. The data worked great for me using NinjaTrader8 but that six weeks cost me $319.38.
I had NYSE and NASDAQ level1 & level 2. One of the ways of getting more money is they charge you for an additional 15 days after you give termination notice. So that means I ended up paying $319.38 for 8 weeks of data. I did not have the drop-outs that some users have mentioned. The data was great but the the pricing is high.