Good intra-day real time data

[ThingyMajiggy]

Anyone know if any data providers give full depth access to HSI futs?(other than IB) Unbelievably esignal don't.

 

[CanOz]

Anyone know if any data providers give full depth access to HSI futs?(other than IB) Unbelievably esignal don't.

TH's data supplier obviously must but for the life of me i cannot find anyone. Same goes for the Kospi. So although they're the two best markets going in Asia at the moment, i can't play with them....frustrating.

I use CQG but they don't offer those markets.

Let me know if you do find someone though...

CanOz

 

[Trembling Hand]

Anyone know if any data providers give full depth access to HSI futs?(other than IB) Unbelievably esignal don't.

Whats wrong with IB?

 

[ThingyMajiggy]

Whats wrong with IB?

Nothing in particular, just not a fan of the 1sec snapshot crap instead of pure live feed, was going to try some stuff with a decent feed, but surprisingly harder than I thought to find a feed without going nuts with TT or CQG.

 

[Trembling Hand]

Nothing in particular, just not a fan of the 1sec snapshot crap instead of pure live feed, was going to try some stuff with a decent feed, but surprisingly harder than I thought to find a feed without going nuts with TT or CQG.

You do know its 200 ms? Having a look at them side by side there isn't much diff.

 

[ThingyMajiggy]

You do know its 200 ms? Having a look at them side by side there isn't much diff.

Well I do now although 200ms on the seng could be like a 50 pt move LOL nah it's not that big of an issue, just wondering if there are actually any providers that do give full depth for HSI, appears not.

IB it is.

 

[Lone Wolf]

I want to learn more about order flow by watching the DOM. I note that IB does 200ms snapshot data rather than real tick data. Would I be wasting my time trying to learn anything using snapshot data, or will it still tell the story?

I have another motive for finding a better data feed. I need the real time data to be identical to the historical (ie. reloading the chart shouldn't change anything). My experience with IB is that there are minor differences when I reload the chart, not much at all, but enough to mess with my system.

Does anyone have an opinion on either IQFeed or Esignal? I trialed IQFeed a long time ago and had problems with bad ticks (bars with really long tails stretching to prices never traded at). But maybe it was my setup? Everyone else on the net has nothing but praise for it.

Esignal will cost about $200 a month for what I need. I know that's just one or two bad trades, but it all adds up. Will give it a go if there are no better options.

I was also considering CQG data through AMP Futures, but just the thought of opening another brokerage account makes me want to curl up into the fetal position.

 

[CanOz]

I was also considering CQG data through AMP Futures, but just the thought of opening another brokerage account makes me want to curl up into the fetal position.

LOL...i thought i was the only one that hated forms!

This option is the way to go, fund the account with the minimum, you get so many markets you just can't beat the value. Who knows, if you take a few directional bets at solid trade locations you may even build a little account cushion if you can remain disciplined and patient.



CanOz

 

[Lone Wolf]

Thanks CanOz,

Any issues with MultiCharts or NT connecting to AMP data yet sending trades through IB? I'd stick with IB if I could.

With IB you can use AUD as base currency and it automatically converts currency as required. What's the go with the base currency with AMP? Their fee schedule lists a $30 currency conversion fee. But I'm not sure when this applies. I'd hate to pay $30 for every conversion I make between AUD, GBP and USD.

This is one of the reasons I hate opening brokerage accounts. How do they operate, what are the fees, where is my money held, how is my cash protected, who can I call when it hits the fan etc. I seem to spend more time reading Product Disclosure Statements than I do reading markets.

 

[CanOz]

Thanks CanOz,

Any issues with MultiCharts or NT connecting to AMP data yet sending trades through IB? I'd stick with IB if I could.

With IB you can use AUD as base currency and it automatically converts currency as required. What's the go with the base currency with AMP? Their fee schedule lists a $30 currency conversion fee. But I'm not sure when this applies. I'd hate to pay $30 for every conversion I make between AUD, GBP and USD.

This is one of the reasons I hate opening brokerage accounts. How do they operate, what are the fees, where is my money held, how is my cash protected, who can I call when it hits the fan etc. I seem to spend more time reading Product Disclosure Statements than I do reading markets.

I gave up my lease on MC a while ago and use NT and Amibroker now. You would need a multi - broker license to use AMP with IB. Thats another $500 from memory, i got it on promo for $350 or something a few months back.

The fee is only when they convert account balances, deposit/withdrawals etc...

CanOz

 

[Lone Wolf]

My experience with IB is that there are minor differences when I reload the chart, not much at all, but enough to mess with my system.

Just leaving some findings for anyone who might follow.

Apparently IB real-time data is not time stamped and it uses your computer clock to create the bars. Since my clock was 10 seconds out from IB's clock, my real-time data looked different to IB's own charts and also different to the reloaded historical.

Once I synced my clock to IB's most of the differences went away. There are still some minor differences, such as I've drawn on the chart. But the volume bars are a close match.

I've also thrown in an AMP CQG comparison (trial feed). The volume bars on the reloaded are different to the real-time. I'm guessing this is due to the clock used to generate the real-time being different to the clock used to generate the historical. Both IB and AMP feeds were on the same computer at the same time.

So if you need your time based charts to match the brokers chart, step one is to sync your PC clock to the brokers. Sounds obvious now, but I had assumed that all data was time stamped.

IB feed (Real-time on top)


AMP futures trial feed - CQG data (Real-time on top)