S&P Futures Tick charts data

PeterB

Member
82 1
Who provides the best S&P futures tick charts data and at what price?I currently use Mytrack for one minute data but they are unable to provide tick data.

Regards PeterB
 

sandpiper

Well-known member
458 54
Peter,

CQG are usually acknowledged as about the "best" for data in general (including tick). However you'll pay a hefty price for the reliability and stability of their quotes/platform. They seem to operate a kind of "price on request" type policy, so you won't get a price unless you talk to them. And the price varies depending on how much you badger them for special promotions/discounts, etc.

Futuresource supply tick data and are probably one of the better value vendors around (although I've had my problems with them in the past). That will set you back about 70 bucks a month. Access to all futures exchanges but no equities. Very poor with regard to historical intraday data.

QCharts supply it. They are about 100 bucks a month but you may still be able to get a "get three months for the price of one". That may only be for ex subscribers though. Access to all US exchanges (including equities) but no European data. From my experience absolutely the best provider with regards to historical data (for the price).

IQ-Feed supply it. Heard a few good things about them but never used 'em. Paul333 and Finlayson (who I think use IQ) may be able to give you more info.

E-Signal supply it. 120 bucks a month (including exchange fees) unless you take out an annual deal. Their "engine" also allows you to "manipulate" tick data as wel. So, you can have 250 tick charts or 1000 v (volume) charts. However, I have encountered some fairly interesting "nuances" when using e-signal tick data.

If you can be a bit more specific about your trading style, timeframes etc. I'm sure someone could be of more assistance. As it stands, "who's the best?" is a bit too generic to give a sensible answer.
 

PeterB

Member
82 1
tick data

Thanks very much for the reply,I am in and out sometimes in 4 minutes other times 15 minutes.I very much like and try to copy David Floyds HVT style.I use sierra charts with mytrack silver service plus the S&P 500 futures data. David floyd works with www.tradingmarkets.com

regards PeterB
 

sandpiper

Well-known member
458 54
Peter,

I did try MyTrack for a couple of months after I got fed up with Futuresource. The MyTrack experience is not one I would care to repeat I have to say... :(.

Don't know anything about David Floyds methods I'm afraid. However, the main consideration with regards to tick data is whether the quote vendor supplies it unfiltered or not. Most vendors supply filtered data as this eases bandwidth requirements. Essentially the means that you only get a tick if price changes. It also means that you also only get a volume update if price changes. If you intend using multiple timeframe tick charts i.e. 125 tick, 150 tick etc, then this filtered quote supply will give you a distorted view. Likewise, if you watch volume closely, then the filtered quote supply will also distort things slightly. The upside is that even an average spec PC/internet connection should cope quite adequately with filtered data (I ran QCharts for 9 months using a 9.6 modem and it was fine......).

With an unfiltered quote supply, you get every single tick, whether price changes or not. The upside is that you get no "distortion". The downside is that your PC and internet connection, even a reasonable spec, may not cope with the increase in data/bandwidth requirement.

I've been using e-signal for about 2 months. This actually gives you a choice as to whether you filter the data or not. I have somewhat limited experience with it but running just one chart (e-minis) with unfiltered data can make a "huge" performance difference depending on what "studies" you run on the price data. That said, even with just two months using it, I couldn't contemplate going back to any of the other quote vendors I've used in the previous 6 years.

As I said, I'm aware that IQ supply un-filtered quotes as well for a reasonable price, but I haven't used it personally.
 

PeterB

Member
82 1
Tick data

Once again thanks I was not aware that there was filtered and unfiltered tick data.On my charts I have a 20ema and below a 15,3,3, slow stochastic.I have two charts of the stock at any one time that being a 1 minute and a 5 minute chart.I also have S&P 500 futures on a one minute chart and only when the 20ema is in an uptrend along with the sp´h do I purchase usually on pullbacks in the direction of the 20ema.David floyd also advises to have a tick chart of the sp´h so one can see when its going off again.Sierra charts does not let you use tick data,the minimum being 1 minute,and I do so like sierra charts.As I previously said I am never very long in the market and never overnight.Banwith is not a problem for me I have a flat rate DSL tariff I run an Athlon 2500 with 512 mb ram and a 7200 rpm hard drive Nearly forgot to mention I only tade 2 or 3 NYSE stocks.

Regards PeterB
 
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