You could try us: databento.com Quick tear sheet: Official Python, C++ support. Free to start. Goes 6+ years back. We have institutional users...
Nice, I'm glad it worked out for you, and thanks for the update. Unfortunately, we don't. Fed releases and other macro releases are difficult...
No, they both have the ES futures contract as underlying. EW is the monthly contract, whereas EW3 is one of the weekly contracts. They differ by...
pandas 2.0 is out today, and we're excited to see substantial performance improvements brought by the new Apache Arrow backend. If you don't...
Yes it will be, and we only bill a user for the amount of data that they consume, so it will be much cheaper to subscribe to specific option...
For real-time OPRA data: Our usage-based fees will be about $1,500-$3,000 per month for the full feed (all trades and quotes, all symbols). Most...
^ Yes, we also have NYSE, NYSE American, and NYSE Arca imbalance data since 2018, and have recently been approved for real-time distribution of...
I'm excited to announce that we've launched auction imbalance data for US equities on Databento, starting with Nasdaq. We'll be rolling out the...
Passing on the message from one of our teammates, who has raised from large institutional fund investors and also dealt with regulatory audits:...
You can see the fees here. Honestly in the grand scheme of things, the most important part is just that being a professional user automatically...
Agreed with @qlai, your commissions should remain unchanged, but your data fees may change. However, if you trade exclusively on CME options on...
databento.com Around $0.03 for daily OHLC full exchange data, probably about 8,000-10,000 active tickers on any given day, and you can extract...
Still the same list of recommended non-bulge bracket PBs above. Besides that I forgot to name FC Stone, which also has very reasonable...
Hi everyone, Databento is proud to announce our partnership with OpenBB, an open-source and Python-based platform for investment research. You...
The easiest way to know is to talk to their sales reps. We just happen to know by recent experience because we take all of the prop feeds. But...
In no particular order, if you're avoiding PBs associated with bulge bracket banks, some options include Cowen (former Convergex), Jefferies,...
You have to be more specific. If it's simply 1 price level being taken out, markets usually exhibit strong negative autocorrelation on the next...
If you can afford to wait 2 months when we roll this out, I'd highly recommend our own real-time feed. It is configurable and you can choose to...
databento.com $388.38 (after credit) for 2 years, tick-by-tick, and includes every expiration — not just 1-2 lead month contracts — and spread...
Oh sorry, misread. That's pretty easy too, just switch out the last 2 lines: df['range'] = df['high'] - df['low'] df['atr14'] =...
Separate names with a comma.