Best Nymex & ICE Data supplier

[Papa Lazarou]

Hi,

I currently use CQG as a charting package, but have been dissappointed with the quality and accuracy of their energy data; particularly when it comes to contract volume data.

I am potentially looking to switch to a new charting package, but appreciate that some don't have their own data feed, and that I need to subscribe to a third party for my data.

So my question is this.... What is the best data provider for ICE Futures Europe, and CME Nymex / Globex? I need all exhange outrights, exchange spreads - the lot. So not just CL flat price, every energy contract and the entire spread curves, contract volume data for each one, including sufficient data to show whether the bid was hit or the offer lifted when volume prints.

Any recommendations would be appreciated.

Cheers
Papa.

 

[ForexTrader613]

Hi,

I currently use CQG as a charting package, but have been dissappointed with the quality and accuracy of their energy data; particularly when it comes to contract volume data.

I am potentially looking to switch to a new charting package, but appreciate that some don't have their own data feed, and that I need to subscribe to a third party for my data.

So my question is this.... What is the best data provider for ICE Futures Europe, and CME Nymex / Globex? I need all exhange outrights, exchange spreads - the lot. So not just CL flat price, every energy contract and the entire spread curves, contract volume data for each one, including sufficient data to show whether the bid was hit or the offer lifted when volume prints.

Any recommendations would be appreciated.

Cheers
Papa.

Hi Papa,

Yup, been there too! Know exactly where you're coming from!

Option 1:

IQ Feed, they give you on hst backfill bid ask as well, so you can 'flag/stamp' the trade volume being bid/ask-traded.

Option 2: Rithmic, though the problem with Rithmic is that they don't provide bid ask on hst, an also, not sure if they cover the entire spread curve. Also, on hst they only give you trade size volume and NOT total volume.

So IQ is really your best bet.

Best,
Adrian

 

[lke220]

Any more ideas guys