If it's only minimizing cost you're after, folks on my team have had pretty good past experiences with (in alphabetical order): - ABN Amro - FC...
Yes, we considered GraphQL but felt for market data that it's actually less expressive than the kind of proprietary "streaming query" frameworks...
Veering a bit off-topic here but I thought it might be informative to share our thoughts on REST: Our live APIs will be streaming APIs - you...
The way we think of it is as follows: The live license for the data needs to be activated on the UI before you can start streaming it via our live...
Thanks for the advice. Yes we can commiserate and indeed our UI will make it very obvious what the licensing fees are; we've actually been working...
Because of the way our live protocol is designed, all of its users have real-time access. So even if you only choose to wait T+15 minutes to...
Thanks. Yes, we've been capturing NYSE and ARCA. To be precise though, we are capturing the Integrated feeds. We do provide MBP synthetically...
You've indeed recognized a tricky problem with real-time licensing. Because of this, our pay-per-GB model for live data is slightly different....
Looks like you've already answered your own question. Yes, TotalView is the highest granularity feed available from NASDAQ and covers all orders...
We're expecting a Feb 7, 2023 release date for real-time data of all of the existing datasets - CME, NASDAQ/BX/PSX TotalView-ITCH etc. We've...
We're also happy to take any questions about the use of this data here. It doesn't have to be Databento-specific! I'll be joined by two of my...
We've launched our US equities data today, starting with a preview of NASDAQ TotalView-ITCH historical data for our beta testers, spanning from...
I ran some quick stats for you on a random date close to a rollover: symbol, max_clip, mean_spread, mean_touch MES.n.0, 199, 1.11, 26.06 MES.n.1,...
No, unfortunately we don't. We have CME data back until March 2017. We don't have immediate plans to backfill the data before that date with a...
Databento — We're still in a beta testing phase, but if you PM me your email, I can send you an invite. We have a very simple API that you can...
If you have no experience with any of them, you'll probably find it easiest to set up AWS because it's the most widely used and there's plenty of...
As mentioned, the data's free and I was just trying to help OP. You don't have to take personal affront from that. I've shortened my post to stay...
In practice, it's very hard to exhaust our free usage credit by consuming daily prices. And it will let you set a max spending limit to remain a...
If you just want daily prices for those symbols you've shown, you can get it through us in CSV. It should be trivial to import it into a...
@ETJ's answer is the closest. The main reason is regulation, in particular SEC's Rule 11Ac1, which was introduced around 2000. This forced market...
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