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Hmmm. Interesting. That is a lot of data.
--- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@xxx> wrote:
>
> Hello,
>
> Yes, eSignal has historical Time&Sales with all bid/ask quotes,
> theoretically 10 days only but
> I was able to get little more. eSignal timestamps have resolution of 1
> second.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> On 2009-12-20 01:21, dloyer123 wrote:
> > Are you saying that eSignal provides all quote messages?
> >
> > I think that DTN provides this on their higher end feed, but not their retail feed.
> >
> > The tick data I get from TS does not provide historical bid/ask at all, just trade data, with timestamps truncated to the minute. Even real time bid/ask are sampled, not synced with trades. But they give you 6 months, not 1 month for IQFeed or just 10 days for eSignal.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Potato Soup"<potatosoupz@> wrote:
> >
> >> IQ as well. But their historical tick data doesn't privide full quotes, just the last quote prior to the trade.
> >>
> >> -----Original Message-----
> >> From: Dennis Brown<see3d@>
> >> Date: Sat, 19 Dec 2009 10:01:22
> >> To:<amibroker@xxxxxxxxxxxxxxx>
> >> Subject: Re: [amibroker] Best data feed? IQFeed or eSignal?
> >>
> >> I prefer IQFeed over eSignal. eSignal treated me very badly with customer service. However, they do not offer exactly the same services, so the details may be important to you.
> >>
> >> BR,
> >> Dennis
> >>
> >> On Dec 19, 2009, at 9:52 AM, dloyer123 wrote:
> >>
> >>
> >>> I am moving my execution system from TradeStation to IB to get better rates and get more control over order status.
> >>>
> >>> I am writing the execution system in Java, but I need a better data feed than IB provides.
> >>>
> >>> Does anyone have experience with IQFeed or eSignal?
> >>>
> >>> As far as I can tell, these products are similar, but eSignal costs more.
> >>>
> >>>
> >>
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> >
> >
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> >
> >
>
------------------------------------
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