Trevor Harnett
posted this on February 17, 2010 09:48
| Data Vendor | DTN IQFEED | eSignal | TransAct/Infinity | IB | ZenFire & Rithmic |
DTNMA* (Historical Only) |
| Broker Feed | No | No | Yes | Yes | Yes | No |
| Real-Time | Yes | Yes | Yes | Yes* | Yes | No |
| Tick History | 4 months* | 10 days | Partial* | No | 1 day | same as IQFeed |
| Minute History | 3 to 5 years | 6 months | Partial* | Partial | 1 day | same as IQFeed |
| Daily History | 10 years | 10 years | Partial* | Partial | 1 day | same as IQFeed |
| Separate Installation | Yes | Yes | Yes | Yes | No | No |
| Free Trial | Yes | Yes | Yes | Yes | Yes | No |
| Products | All Markets** | All Markets** | Futures only | All Markets** | Futures only | All Markets |
| Additional Details |
Greatest amount of historical data and great customer service. |
*Historical Data Varies - There can be several hours to no historical data available | *Real-time Tick data is taken as snapshot requests taken every 250 milliseconds. | Requires two separate logins to account to be used with MarketDelta - Check with your broker | *Available from MarketDelta with a purchased license only | |
| Additional Details (Continued) | *During market hours, the download limit is 10 days; After hours, you get much more | Additionally, backfill provided from ZenFire does not contain bid/ask prices which can cause problems with features such as the VB indicator & the FootPrint |
**For real-time data services that offer all markets, you need to sign up for individual market exchanges with your data vendor for access to the markets you want. Each exchange is typically an additional fee.
Broker feeds typically do not provide much historical data. If you cannot backfill/download data for your charts, or if you see zeros for the bars in a footprint chart, this is usually the reason. Often, the amount of historical data they provide varies depending on when they re-set their servers, and you cannot generally count on them as a source of reliable historical data.
For licensed users only, we provide DTN Market Access which provides comprehensive backfill to overcome this limitation of broker data feeds. Information on DTNMA historical backfilling can be found at http://support.marketdelta.com/entries/114111.
Comprehensive, reliable historical data is generally required for most traders to accurately create meaningful charts.
From the MarketDelta blog: Article on Data Costs and Savings:http://blog.marketdelta.com/?p=1133
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INDIVIDUAL DATA VENDORS - DETAILS The list below contains all the supported data sources for MarketDelta. The costs shown are what we believe to be the fees being charged by the respective data vendors. All fees below are monthly unless otherwise specified. IB, TransAct, and Zenfire only provide live data, NO historical tick data. This means charts build from the time you connect. We do offer an optional historical data backfilling service but it is only available with subscriptions, not trials. Also, take a look at this article from our blog about saving costs on data.
NEW! - Exchange Fee Waivers - Save the cost of exchange fees! Use the contact info below or go to this site and sign up. Go to www.iqfeed.net/marketdelta to get setup with DTN IQ Feed immediately. If calling for setup, mention MarketDelta to get a discount on the setup fee. Provided Contact Information
Cost: $50 Data Access Only + $35 for US and International Futures + $35 for US and International Stocks + applicable exchange fees. NEW! - Exchange Fee Waivers - Save the cost of exchange fees!
If you only need eSignal's data and not their charts, then specifically request DATA ACCESS only. This will provide just the data client and no charts from eSignal. This is all you need to power MarketDelta. If you want to sign up for eSignal charts plus their data, click this link https://secure.esignal.com/registration.asp?/MKTDELTA. If you need only the data, request DATA ACCESS ONLY. Mention you are a MarketDelta user. Provided Contact Information
Cost: Free with active funded brokerage account. Futures Data ONLY. The benefit of using this data feed is two fold. First, there is no platform fee. Second, there are no monthly exchange data fees to pay. Contact Josh below and sign up for an account and get started. This data feed will provide an excellent alternative for those who only need realtime futures data AND are looking to save money each month in vendor costs. To quickly get setup with a Demo account visit this link. This will be the fastest means to getting things setup. Once signed up for the demo, visit the TransAct Quick Start Guide.
OPTIONAL w/ Subscriptions: The amount of historical data backfilling is limited. We do have DTN Market Access entitlements that can be used with MarketDelta at an additional cost of $25 per month. This provides a very robust solution for those looking to use IB as their data feed but still be able to backfill charts. DTN Market Access enablement will provide you with: No Symbol Limit, Many Months of tick data, 3 to 5 years of Minute data (depending on the symbol) , 10 years of Daily data and 20 years of Monthly. Unfortunately this enablement is not available for trials. You must be a subscriber Here is a link to learn more about DTN Market Access.
Cost: Free IB is a broker and MarketDelta interfaces with TWS to provide real time data to MarketDelta. IB (TWS) WorkStation is needed and you must have an account with IB. There are exchange fees if actively trading with IB. For more information on Interactive Brokers visit http://www.interactivebrokers.com. OPTIONAL w/ Subscriptions: Because IB does not support tick level back filling and is limited to intraday and historical backfilling. We do have DTN Market Access accounts that can be used with MarketDelta for IB at an additional cost of $25 per month. This provides a very robust solution for those looking to use IB as their data feed but still be able to backfill charts. DTN Market Access enablement will provide you with: No Symbol Limit, Many Months of tick data, 3 to 5 years of Minute data (depending on the symbol) , 10 years of Daily data and 20 years of Monthly. Unfortunately this enablement is not available for trials. You must be a subscriber. Contact MarketDelta for further questions. We highly recommend using our DTN Market Access backfilling service if you choose to use IB.
Rithmic Rithmic is a free data feed that you receive from a supported Rithmic broker. Rithmic does not provide tick level backfill, so DTN Market Access is strongly advised. Implementation of Rithmic within MarketDelta is identical to the Zenfire feed. OPTIONAL w/ Subscriptions: Because IB does not support tick level back filling and is limited to intraday and historical backfilling. We do have DTN Market Access accounts that can be used with MarketDelta for IB at an additional cost of $25 per month. This provides a very robust solution for those looking to use IB as their data feed but still be able to backfill charts. DTN Market Access enablement will provide you with: No Symbol Limit, Many Months of tick data, 3 to 5 years of Minute data (depending on the symbol) , 10 years of Daily data and 20 years of Monthly. Unfortunately this enablement is not available for trials. You must be a subscriber. Contact MarketDelta for further questions. We highly recommend using our DTN Market Access backfilling service if you choose to use Rithmic.
You will automatically receive an email fron Zen Fire with a demo username and password. After submitting this form, sign up for the MarketDelta trial. Note: The Zenfire feed only allows one program to access the feed at a time, using the same Zenfire username and password. For this reason, you must request from your broker a second login for use within MarketDelta if you plan to also use another trading application or a broker platform at the same time as MarketDelta, on the same computer. OPTIONAL w/ Subscriptions: The Zenfire feed does not provide any tick level backfill. We do have DTN Market Access entitlements that can be used with MarketDelta at an additional cost of $25 per month. This is only available with subscriptions. This provides a very robust solution for those looking to use Zenfire as their data feed but still be able to backfill charts. DTN Market Access enablement will provide you with: No Symbol Limit, Many Months of tick data, 3 to 5 years of Minute data (depending on the symbol) , 10 years of Daily data and 20 years of Monthly. Unfortunately this enablement is not available for trials. You must be a subscriber. Here is a link to learn more about DTN Market Access. |