@WZERO: What you say may be true but can you really trade news from so far away from the exchanges? Trading news depends heavily on speed ( and luck?). Surely the successful news traders (robots fed the news as digital data) are those who are so close to the exchange they could sense the warmth of the exchange-servers. By the time the data has crossed the network, gone through god only knows how many network hops to reach your PC and then back again, they could probably have executed half a dozen trades. And that could be why CMC need to protect their end too.
Having said that I can say that CityIndex data looks very clean and consistent with the actual market data.
I don't think I was really trading the news, I actually traded right after the news (the big jump was over).