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I use DTN IQ FEED for backtest, is there any OTHER quality datafeed to use for live trade a strategy?


#1

Hello everyone,

I use IQ FEED data for backtesting as they offer 10 years of 1 minute data and I’m very satisfied but they are not so cheap (I pay 140$ monthly JUST for the EUREX exchange). I’m planning to rent a VPS at https://www.speedytradingservers.com/ ( they seems to be a good option but every suggestion of you are welcome) and I already have an MC lifetime licence so I have ready Multichart for the VPS and I only have to decide what datafeed to use. If I’m going to use my IQFEED account there then I cannot use it on my office development computer to do backtests(you can only be logged at one computer at the same time). So Is there any other DATA feed that you can suggest me in order to have mainly EUREX data for a good price? In that case I would like to try them and do a backtest to make a comparison and just to be sure that my trading system works the same way. I’ll use the new “cheaper” datafeed for the live trading on te vps and I’ll keep using iqfeed for study and backtests…

Every suggestion is appreciated,

Thanks!


#2

Hello @dvdarts We have used Sam before from Speedy, and he indeed gave us an outstanding service. He was methodical, and for the most part, I do not remember having any issues.

DTN is perfect for extended periods of data, and the cost is also a result of what the exchange charges them (in this case the Eurex for the DAX futures). When you go live you will need a data feed to execute on, and that would be Rithmic or CQG.

At that point, you would need to decide whether what they provide in terms of history is sufficient. I suspect that if you keep working on automated strategies, you would need to keep using DTN.
Thank you,
Matt Z
Optimus Futures
www.optimusfutures.com


#3

Hello Matt,

Thanks for the advices!

So talking about the Rithmic and CQG I really don’t need any particular history because I’m going to use them only to execute orders from the VPS with Multicharts and my automated strategies. I just would like to check if datas are almost identical to IQFEED and to do that I can simply compare a few months of backtest.
Can I have an idea about the costs of Rithmic and CQG for the Eurex exchange data? Is there any trial available for comparison purposes?

thanks again

BTW: I’ll keep my "study station pc " in my office with iq feed and another MC license and I’m going to use it for continuous developing.


#4

Neither CQG or Rithmic charge for the data from Eurex. It goes directly to Eurex.
CQG and Rithmic have Routing Fees to the Eurex exchange for the use of their technology.
Yes, here is a trial for Rithmic with Multicharts: https://optimusfutures.com/Platforms/MultiCharts.php
We will send you the CQG trial as well.

Thank you,
Matt Z
Optimus Futures
www.optimusfutures.com