Cheap streaming Futures data?

Discussion in 'Automated Trading' started by jarjar, Apr 22, 2016.

  1. jarjar

    jarjar

    Does anyone know where you can get JUST streaming futures data (CMEGROUP, US futures) for a reasonable price?

    IB does not work because they don't have timestamps on their ticks. Also their historical data is often 10 seconds delayed.

    Ideally it would be a platform like IQFeed that allows only futures. It would have timestamps on the ticks, and perhaps even allow streaming intervals like 1min (which IB does not).
     
  2. CBC

    CBC

    Kinetick is the Cheapest I'm sure, plus u get unlimited historical data I think.
     
  3. jarjar

    jarjar

    Do you know if they have an API?
     
  4. jarjar

    jarjar

    They don't have a public API, I mean that does not mean they have NO API, it would only present an annoyance factor.

    Also it does not seem that cheap, just to get ES its :
    • Kinetick Basic Service - $55
    • CME E-mini - $46 (ES)

      Already almost $100, I think IQFeed for 60-70$ offers all futures.
     
    Last edited: Apr 22, 2016
  5. IQfeed is over $1400 a year. Only for ES.
     
  6. jarjar

    jarjar

    I think that's NxCore. I had IQFeed trial, I was getting streaming ticks for ES. All I had to do was continue the subscription, but I decided to just use IB data, after spending days parsing their "professional" protocol, I realize the data is severely delayed, arguably inconsistent, and if you accidentally send a request too many you get blocked for 5-10 min.
     
  7. Fonz

    Fonz

  8. Nanex is even more expensive that IQFeed. Also if you want access to the IQFeed API you will have to pay the ~$400/year developer fee in addition to the market data fees which will run you at least $120/month for something basic like the CME E-Mini package.

    So to answer your original question it really depends on what a reasonable price is to you. I don't think you will find anything for under ~$150/month incl. API access. If you want professional grade feeds then more like $500/month.
     
  9. thomson reuters tick history ... in my uni, all finance research students have free access; if you're a finance student, I am sure you have access to the database
     
  10. Metamega

    Metamega

    http://www.iqfeed.net/index.cfm?displayaction=data&section=feewaiver

    IQfeed futures exchange fees can be lowered if you meet the criteria. From what I have read you need to have a supported platform that allows you to trade from it and have a funded futures traded account to get the fee waivers.

    But like the above said, the API does have a yearly subscription of 400$.
     
    #10     Apr 23, 2016