I trade micro emini index futures and micro crude and wanting to learn and incorporate volume footprint/order flow tools in my analysis. Currently using Interactive Brokers and integrating it with motivewave charting software. I'm looking for a fast, well priced data feed suggestion in order to access volume footprint? Other than IB any suggestions on a broker/platform having volume footprint feature built in or at least easily integrate with 3rd party data feeds? Looking for a solution, either stay with IB or consider another broker that I can easily utilize volume footprint with?
so right now you have a dirt car and you wanna race indy? rithmic is four hundred thousands of a second faster than cqg which is far faster than ib and if you want the best you can't beat tt, but you can beat their pricing all to hell. i think chasing vol is a dead end street - cause you can't trade it - it's the price you place trades on. are you wildly successful with vol or just experimenting?
Just fund an account with Ameritrade and you can get all kinds of volume studies in thinkScript. It's like $500 minimum...