Maybe a bit off-topic, sorry for that:
Can someone recommend a good (and cheap) futures broker with tick-by-tick datafeed for Multicharts?
Commissions should be the same or lower than IB (for 3-5 roundturns per day).
Thank you.
Futures Broker
- konstantin
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All data provider bundles the ticks.
even the data from exchange is not guaranteed tick-by-tick.
You can do a simple calculation,
take the es daily volume,
then divide it by the number of seconds in a trading day,
and you will know how many average contracts in a second.
then divide the number with the average trade size (pick any number),
and you will realize that it is physically impossible not to bundle the ticks.
even the data from exchange is not guaranteed tick-by-tick.
You can do a simple calculation,
take the es daily volume,
then divide it by the number of seconds in a trading day,
and you will know how many average contracts in a second.
then divide the number with the average trade size (pick any number),
and you will realize that it is physically impossible not to bundle the ticks.
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noOK, I understand.
Do you know if brokers datafeeds are comparable with esignal or IQFeed regarding number of ticks?
IB is a technical leader;
their innovations over the years has changed the way exchanges around the world do business with traders, I doubt you can find a better price/performance/versatility/world coverage package anywhere.