Explore it! :)
On Tue, Oct 22, 2013 at 7:54 PM, Daniel Perez <[email protected]>wrote: > I wanted to mention that your idea is really well founded. When doing > quantitative analysis of market data, it is very important to have options > for market data feeds. I do not engage in HFT trading, so that is not an > issue, but for a variety of reasons I can't be tied to a single data > source. I hope this idea is explored further. > > > On Monday, July 15, 2013 4:41:46 AM UTC-4, Miguel wrote: >> >> 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]> 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. > -- 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.
