Drawing CME futures in real time

Data Sources
1

Hi guys,

I would like to draw in Amibroker a chart of CME Euro FX Futures – OHLC/candles plus volume - but in the real time, not 10-minutes delayed, as they have on their website. CME informed me that I should ask their vendors and provided me with a whole list of them. I see that Amibroker can work with eSignal, InteractiveBrokers, dxFeed, IQFeed. What's your experience? Which one would you recommend?

Best,

Mariusz

2

I use IQ Feed for RT data on Ami and it works flawless.

3

Currently I have contracted the data with Norgate, after having used the data of esignal and IQfeed.
As of today, esignal has stopped providing data to be used in other platforms than its own.
My experience so far with Norgate is being good. Good customer service, and very well organized database. Also the prices are very competitive, at least if you need EOD.
A downside is that it uses WL in its updates (in a way this is good, as you have more organized groups that can be interesting to use), so you have to be aware of the database updates so that the ones you have created are not modified. In any case, this is also solved (see in your page how to work with your data in AB)

4

Guys,

Thanks for your info.

Best,

Mariusz

5

I use IQFeed for real time index futures and it works great. IB data can be inaccurate at times.

6

You heed to check this:

1 Like
7

FYI, IBKR backfill is extremely slow and is single threaded. It takes about 9 minutes to download 180 days of 1 minute data for a single symbol, and you can only backfill one at a time.

8

Thanks Peter.

Best,

Mariusz