I never found this honest, I even find this criminal. Hypothetical example: A trader trades part automated and part discretionary. He uses Ninjatrader and has a brokerage account with them. As he trades partially discretionary he cannot use the supported platform because he cannot make the platform trade on automated rules. He makes a few 1000 trade sa year but still cannot have the fee waiver. Another trader who fullfills the conditions and trades 10 trades a year receives the fee waiver.
Actually Im a coder so I have an IQFeed API wavier . The partial challenge is their protocol is so $H*T its actually really annoying to parse. They send their "high performance streaming data" as zlib encoded strings on the wire, once you deflate it you get what is arguably the shittest network protocol I have seen in all my years coding. Its strings delimited by god knows what. The only thing they at least thankfully got right is they don't send you floats but ints with a decimal place indicator. So if the product has an API fee or requires a certain platform to qualify for a discount, assume that the requirements are met. IQFeed so far seems to be the best I found for price. In terms of data quality and speed, the crappy protocol just equates to a few more days of integration work than usual.
Rithmic's R | API™ can get you live market data as well as delayed market data. The CME's market data subscription fees do not apply for accessing their market data delayed at least 10 minutes. Ask your broker what their fee is for using R | API™.
Thanks that looks interesting. Does Rithmic have things like streaming interval? Say I want every 1 minute bar streamed to me, I dont want to reassemble all the ticks into my own bars.
Totally agree. The IQFeed API is a piece of crap. So much code is required just to stream some quotes. Their API is better than the terrible DTN customer support though! I recently started using BarChart data and there is far less jumping through hoops to get something simple done. It really is a breath of fresh air compared with DTN IQFeed