I don't think there is any study comparing IB and IQFeed. From the comments I have read in several forums, it should be more reliable. It is a company that only does market data, so they should be more committed to this task than a broker. With the 5.0 version of the protocol you have millisecond stamped updates, so this is better than the 250ms IB updates but this currently doesn't matter with Jbooktrader as it is currently doing 1sec snapshots of order book. For JBooktrader, the main advantage could be to be able to capture more data in parallel and in a more cost effective way. In any case it could be integrated in JBooktrader not as a replacement but as an alternative to IB data.
As soon as I have time I will do a comparison of the two for the same day so we can check if the change could alter the behaviour of JBooktrader strategies. On Friday, July 12, 2013 5:36:16 PM UTC+2, Eugene Kononov wrote: > > On Fri, Jul 12, 2013 at 7:04 AM, Miguel <[email protected] > <javascript:>>wrote: > >> Yes, it's just a data feed, you have to keep two connections: brokerage >> and data feed. It adds another point of failure to the system, but you also >> have a much better data feed and it is less expensive if you trade several >> futures at the same time. >> >> > Hello Miguel, > > Is there some study out there that compares the quality of the L2 feed > between IB and IQFeed, or perhaps you compared the two feeds by yourself? > I'd be interested to see that type of comparison. If there are clear > advantages of using IQFeed over IB, I'd be very motivated to integrate > IQFeed with JBT. > > Thanks, > E. > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
