[FulcrumTrader]

I have tracked the Cumulative Delta (BID / ASK differential) in futures for over 8 years now. I mainly use Investor RT Pro connected to ONLY DTN.IQ feed for my main Cumulative Delta analysis. What my group has found the past years is DTN.IQ feed is the only BID/ASK data we trust (only feed that consistently matches Bloomberg feed in a wide range of futures instruments).

If you have additional questions about BID/ASK data let me know. We are not yet finding any of the broker supplied feeds (Rithmic/Zenfire, OEC, Transact, IB, TT Fix, etc) workable for reliable BID/ASK data analysis (in a wide range of futures instruments ---> ES, YM, TF, ZB, TY, CL, Gold, Silver, NG, DAX, etc,etc,etc).

[clmacdougall]

Originally Posted by FulcrumTrader »

I have tracked the Cumulative Delta (BID / ASK differential) in futures for over 8 years now. I mainly use Investor RT Pro connected to ONLY DTN.IQ feed for my main Cumulative Delta analysis. What my group has found the past years is DTN.IQ feed is the only BID/ASK data we trust (only feed that consistently matches Bloomberg feed in a wide range of futures instruments).

If you have additional questions about BID/ASK data let me know. We are not yet finding any of the broker supplied feeds (Rithmic/Zenfire, OEC, Transact, IB, TT Fix, etc) workable for reliable BID/ASK data analysis (in a wide range of futures instruments ---> ES, YM, TF, ZB, TY, CL, Gold, Silver, NG, DAX, etc,etc,etc).

Hi FulcrumTrader,

Could you please tell me if you have ever done a comparison with esignals feed and whether or not it shows itself to be reliable?

Also, how do you check your feed against Bloombergs? Where would I go to check my info against theirs?

Thank you

[Tams]

eSignal aggregates its data as well.
They do not aggregate as much as IB, but they do aggregate.

[clmacdougall]

Originally Posted by Tams »

eSignal aggregates its data as well.
They do not aggregate as much as IB, but they do aggregate.

Tams, I can watch the cumulative or individual bid/ask per tick using esignal. Would that lead me to believe the feed is somewhat reliable?

Thanks

[FulcrumTrader]

I have a group I work with for building automated trading systems who has Bloomberg feed and they do continual testing of feeds.

At times Esignal will not match DTN.IQ feed so we never use it....and this is odd since Esignal should be using a ticker plant with proper formating of the BID/ASK data.

[clmacdougall]

Originally Posted by FulcrumTrader »

I have a group I work with for building automated trading systems who has Bloomberg feed and they do continual testing of feeds.

At times Esignal will not match DTN.IQ feed so we never use it....and this is odd since Esignal should be using a ticker plant with proper formating of the BID/ASK data.

Could you please tell me when they last tested esignals feed, they recently did a new build and I'm wondering if things were tweaked.

Thank you

[FulcrumTrader]

The testing is ongoing and I have not heard any new update for Esignal that changed what we were seeing before......if you do BID/ASK Delta work go with DTN imo (and get exchange fee waivers through various futures brokers).