Find Answers/MarketDelta Charts/Help Articles

Supported Data Vendor Comparison Chart

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.

Note:

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.

Additional Information:

Data Vendor Details and Contact Information:
http://support.marketdelta.com/entries/114066

Data Costs and Savings:
http://blog.marketdelta.com/?p=1133

 

Comments

User photo
kevin bogaert

Hi ,

 

In you infinity broker, it says Partial*... what is partial ?

thanks

March 10, 2011 13:23
User photo
Andrew Stoeckley
MarketDelta LLC

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.

March 10, 2011 13:44
User photo
kevin bogaert

thanks Andrew

March 10, 2011 15:48