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DTN IQFeed vs CQG


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  #1 (permalink)
 nodoji 
New York
 
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Any recommendations over which data feed to use?

Thanks


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  #2 (permalink)
 
rleplae's Avatar
 rleplae 
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Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
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Depends on the context of your question and what you want to do ?

If you are into developing an application stand-alone and need a feed, then IQfeed is
likely the best solution. They offer an api to which you can program to with any type
of language, it is TCP/IP socket based.

CQG uses a com interface, which is a bit different, and by definition tight to windows,
but they also offer a trading API that allows to generate orders, which IQfeed does not.

Maybe other people have extra information


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 sam028 
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rleplae View Post
...
CQG uses a com interface, which is a bit different, and by definition tight to windows, but they also offer a trading API that allows to generate orders, which IQfeed does not.
...

Hmm, I had a client who did order execution tests with CQG API, from a Linux VPS, with a piece of code wrote in C++.
I don't think he used COM methods, that is basically impossible on Linux (and it would be a sacrilege!).
So there's maybe another more recent API somewhere, not COM based.

I think the question of the OP was maybe more about the accuracy, length of historical data available, etc.


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  #4 (permalink)
 nodoji 
New York
 
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The question was originally posted for Investor/RT software, which feed is better or more reliable for Investor/RT?

Thanks


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  #5 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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sam028 View Post
Hmm, I had a client who did order execution tests with CQG API, from a Linux VPS, with a piece of code wrote in C++.
I don't think he used COM methods, that is basically impossible on Linux (and it would be a sacrilege!).
So there's maybe another more recent API somewhere, not COM based.

I think the question of the OP was maybe more about the accuracy, length of historical data available, etc.

you have to options
1) client api : com based
2) enterprise : websock type of api


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