Andrew Stoeckley
posted this on February 07, 2011 12:07
| 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 |
MarketDelta recommends DTN IQFEED for greatest reliability and lowest maintenance |
*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.
Data Vendor Details and Contact Information:
http://support.marketdelta.com/entries/114066
Data Costs and Savings:
http://blog.marketdelta.com/?p=1133
Comments
Hi ,
In you infinity broker, it says Partial*... what is partial ?
thanks
Historical Data Varies - There can be several hours to no historical data available. Transact/Infinity reset the server at various times, which erases the historical data they offer. You cannot reliably expect historical data through most broker feeds.
thanks Andrew