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"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
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Viewing User Profile for: roustem
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Joined: May 20, 2009 01:28 PM
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roustem has contributed to 4 posts out of 21185 total posts (0.02%) in 5,455 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Are transactions coming from the NTRF Market Center (Level 1) in real time? Jul 27, 2021 02:06 PM (Total replies: 0)

Are transactions coming from the NTRF Market Center (Level 1) in real time (compared to NASDAQ market center) ?
Here they are talking about 10 seconds:
"10-second trade reporting for all U.S. Equities"
https://www.nasdaqtrader.com/trader.aspx?id=act

IQFeed API Questions » Market center codes Jul 26, 2021 08:19 AM (Total replies: 1)

Where can I get the most up-to-date list of market center codes and their decoding ?

I found one here, but it is outdated as some of the codes that IQFeed sends are above these codes.
https://rdrr.io/cran/QuantTools/man/iqfeed.html

Data and Content Support » Best hosting solution May 21, 2009 02:48 AM (Total replies: 9)

I like dedicated server solutions, because provider will replace server withing hours, if there any problems with servers. You need to be there 7/24 so provide such service :)

Data and Content Support » Best hosting solution May 20, 2009 02:05 PM (Total replies: 9)

stargrazer:

One thing is clear - the amount of the data coming from Data Vendor to ATS are much higher than trading signals volume (in terms of bytes) from ATS to Broker.
That's why I want to be closer to DataVendor than to Broker.

But you are right - it all depends from the trading strategy and algorithms.

The first think I did was exactly same as you wrote - I've traced the route and found provider in Denver.
See the traceroute from Denver:

3 0 ms ge-6-16.car1.denver1.level3.net [4.79.81.237]

4 42 ms cosentrynet.car1.denver1.level3.net [4.53.1.18]

5 43 ms [216.58.224.150]

6 43 ms [216.58.227.118]

7 43 ms esolar4.interquote.com [66.112.148.224]

The latency from my server till my providers L3 gateway are all 0ms, then the latency bumps on the other provider’s L3 gateway IP. (see also "nsolot" remark about L3)

The only choise I see is to host with cosentry.net, but it seems they do not have dedicated server solution.


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