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Spread betting slow/smoothed feeds on purpose??

Afternoon all, I have defended spread betters many times in the past and have found them to be profitable for a number of years - recently I have found that

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قديم 29-11-2012, 06:48 PM
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افتراضي Spread betting slow/smoothed feeds on purpose??

Spread betting slow/smoothed feeds on purpose??

Afternoon all,

I have defended Spread betters many times in the past and have found them to be profitable for a number of years - recently I have found that I might be in a position to expand my position size so that after tax I outperform the max that IG will accept online.

I already have an IB account, but their lack of native tick charts bothered me slightly, though I understand Ninja trader etc can adequately fake a tick feed using their snapshot feed. Anyway, onto my actual point (!), I also opened an account with LMAX and I note that they use the same ProRealTime skin and data feed as IG do - i.e. IT-Finance.com.

Obviously IG's feed doesn't necessarily 100% represent the underlying market (hence the indicative disclaimer) and their system prices also tend to outpace the chart slightly, whereas LMAX is real time and I haven't seen any price discrepancies. However IG's also ticks a whole lot less than LMAX despite clearly using the same provider. I can't understand why they would do this except to potentially shaft users of short term moving averages and overall make short term entries more difficult... I cannot think of any user friendly reason for this except perhaps bandwidth... which might have been appropriate 10 years ago. It creates more of the 'big bar effect' than LMAX does on tick feeds, which is definitely a hindrance to scalpers or short term swings... this would also effect the perceived 'rapidity' of bars on minute+ feeds.

For some reason this has really bothered me today as I wasn't aware that IT-Finance provided superior feeds in terms of absolute data to others. Anyone care to correct me as to the reason why?

Thanks.

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