chuff me...
Switch to MyTrack and they immediately have a problem with LSE. Been down all day!!!!! Sorry if I've jinxed it for MyTrack users with switching over ;-).
Might have to try out IQ sooner than I thought.
Paul. Why abandon your strategy if it's working anyway?
I believe you can feed TS from Q-Charts. When I switch over to IQ I'll let you know what the accuracy of the reported volume is like on that as well. Since they have an SDK I would have thought that you would be able to feed TS from that.
This quote vendor issue is swings and roundabouts. For me, I'm happier with a vendor that filters ticks because I know that during fast markets I'll stand a fair chance of every price traded being reported in a timely fashion. As I've said volume doesn't concern me that much.
With a vendor that supplies you with every tick unfiltered there is every chance that during fast markets you start to get a significant lag on the quotes. Futuresource suffers with severe problems on this front. Historically, Q-Charts also used to suffer from it (depending on which server you were lucky enough to get on).
Of course, there is E-Signal and then CQG. My only issue with these is that you get better bang for your buck by buying a basic charting package, supplying it with a basic feed and using a sqawkbox (with the money you save).