Fast turn around data provider?

[ladidalimey]

Hi,

I need some advice about data providers. I trade from London, UK and as a result find that many of the EOD data providers are issuing their data at 1:00am GMT (e.g. CSI) which is a problem. Its a bit late and I don't trust a fully automated system.

The second issue is that the data becomes available after the open of many of the electronic markets, and so the system cannot be run and orders placed at about 22:30 GMT when most markets are closed.

At present I use a live feed from Tradestation and produce text files for TB to read, so the run can be done as soon as the markets are closed. It also allows me to tailor the electronic daily bars open and close to reflect RTH where necessary.

I'll get to the point. TS is too cumbersome and unstable as a long term solution. Is there a data provider out there that allows fast turn around and tailoring of the daily bars. I have considered ESignal but have heard negative remarks about how clean the data is.

Looking at the Bloomberg site, I can't see that they cater for these requirements. Is there a supplier that is popular with the quant hedge funds?

Many thanks,


L.

 

[Adamus]

I'm looking into EOD data providers as well because I want to change from CRB Trader who have really hacked me off over the last year.

Their data is available by 17:00 GMT-6 so 23:00 here in London now so it looks like they're 2 hours faster than CSI - which makes me wonder because they're a pretty slapdash bunch. I don't mean their data is bad, never had a problem with that, but their software and their customer service is rubbish.

Why is CSI so slow? I couldn't see any info about availability times on CSI Market Data (Commodity Systems Inc.)

There are other but I haven't found much about them - Olsen Data AG , Genesis Financial Technologies - Index , ProRealTime : Real Time Technical Analysis Software (i.e. they haven't answered my enquiries yet)

The current most promising looks like Norgate - Products & Services - Data Tools who say their update time is 23:15 UTC, but I haven't used them. Having said that, it is slightly confusing since they also state that 'final' data is available at 1:00AM

For me the continuous contract and back-adjusting software is just as important.

 

[Adamus]

Just got a reply from CSI who claim that their futures data is normally ready by midnight GMT.

Maybe you're talking about securities data?

 

[ladidalimey]

Just got a reply from CSI who claim that their futures data is normally ready by midnight GMT.

Maybe you're talking about securities data?

I've attached a schedule of their data release....

 

[Adamus]

This is what they told me via email.

> (4) at what time daily does the data become available for download?
Answer: For Futures data at around 6:30-7:00 pm est.

Guess 'Futures' in this case means 'Early North American Futures' - tut, tut. Thanks for the screenshot.

 

[Chuck_T]

eSignal On Demand

Check out eSignal On Demand for both EOD and Intraday charts. Get the data as soon as the markets close. Only $24.95 per month with back testing software. Covers both stocks, futures and FX.


eSignal OnDemand

Chuck

 

[Adamus]

Thanks Chuck, but eSignal onDemand is a closed system - it states on the website that it won't work with any other software.

Plus their historical data is limited, there's not even 10 years worth on average and they're not giving much away about what they have and haven't got. They're not doing a good sales job on their website.

And there's no word whatsoever about creating continuous contracts for backtesting.