NYX would be a third option... http://www.nyxdata.com/page/1070 Again, expen$ive. "TAQ Options U.S. covers regional options exchange quotes,...
You're looking for OPRA TAQ data (Trades AND Quotes), for 100 options/week. Are you looking for a different list of options for each day, or the...
Comparison Matrix: AGREED "data-splicer": This is a great idea. I would certainly use it. The closest solution I can think of is XLQ, as it...
Thanks, it was a single event. I'll post more if it happens again. It's still a mystery though (to me at least) as to why trading will sometimes...
I've looked in to CQG... not cheap either. Any thoughts on which has the best real-time equities feed? (Bloomberg or CQG)
Thanks, that helps. As for #2... how can trading occur below the NBB?
Logorrhea, IMO, is a perfect description of his writing style as well... the only trading book I tried to read and just couldn't do it.
Here is the TS data (attached)
Yesterday (10/31) I bought 113 shares of XME @ 44.43. Curiously, my AON limit buy order was submitted at 44.44, and the NBB appears to have...
B-firm = Interactive Brokers??
If you don't mind me asking, who are you using for your primary feed and what was your reasoning for choosing them?
fareastcoast - great point. Of the data providers you tested, which are "push" and which are "pull"? Also, still interested to hear if anyone...
QuoteCenter at $135/mo. (MetaStock, powered by Thomson Reuters) looks like a pretty good option. I skimmed through their API doc that the sales...
OP- great review, thank you. Has anyone compared Thompson/Reuters/Equis, eSignal, Tradestation real-time equity feeds?
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