Perfect data feed has the following characteristics:
1. The data is accurate and reliable.
2. Download historical data quickly, Low latency for real-time data.
3. The time range of the historical M1, tick data shall be as long as possible.
4. Level one and level two data are supported. It is better if support MBO data of CME
5. The subscription fee is reasonable and has a high cost performance.
6. Offer back-adjusted continuous contract by difference(ratio)
7. Provide clear rollover rules and rollover calendar for every symbol
and so on.
I have used Tradestation, Rithmic, IQfeed, It is always unsatisfactory in some aspects. I recommend a Denali feed which be used in Sierra Charts now. As far as I know, SC bought it from another financial technology company. In my experience with SC. Denali feed is great. Please support Denali and Teton order routing too