With Databento: https://databento.com/docs/examples/equities/equities-premarket-movers/
Thank you! For futures, you can get the fastest access to our data by colocating in Aurora I and getting a physical cross-connect. The next...
We have 6 years of Nasdaq/BX/PSX TotalView, BZX/BYX/EDGA/EDGX Multicast PITCH Depth, and NYSE/Arca/American Integrated. This is full order book...
From my CTO: It took 1 day after the payment step for me, but granted we did this with DTCC's GMEI utility. I submitted it at 11:25 AM ET and got...
:wtf: Oh you got me, Drawdown Addict made me start to think people actually hate free stuff.
Thank you! This only has a discernible benefit to systematic trading users. To the naked eye, +/-20 ms and +/-2 ms tolerance is going to be...
Azure's IL site is ideal to prove my point exactly because it's the nearest public cloud location to Chicago (<50 mi, <1.6 ms half RTT). Chicago...
This is explained in the post. The NTP pools you've shared are not optimized for electronic trading. Here's an example comparing our time service...
I'm pleased to announce that Databento's public time service is now available. Getting started This is a free public time service that's...
We don't have a direct integration with NinjaTrader 8 at this moment. We do support CSV exports but thereafter you'll have to format the data for...
I'll try one last attempt to paraphrase this in a manner that you can follow: The 5 Gbps peak chart you're seeing is for the raw feed....
Your methodology is incorrect. This is normalized data, it doesn't map 1:1 to the raw packets. For your convenience, we do track the exact raw...
MBO is not NBBO, and it's a common industry term: see CME, Exegy, Quanthouse, OnixS. And while you keep conjuring numbers out of thin air to...
Our usage-based fees are the same to pros and non-pros. However, our professional users need to submit paperwork to OPRA and it's expected that...
To clarify, OPRA doesn't have MBO, just individual exchange quotes. However our normalization format has to accommodate MBO from US equities and...
Our message sizes are bimodal around 56 and 80 bytes without compression. On the historical API they average about 11 bytes after compression. The...
There's several levels of misinformation here. Peak rate is not average rate. OPRA, like all multicast feeds, are bursty and have an average...
Go to our website, scroll down to OPRA, then select the instruments you want from it. This dropdown will appear and you can get both historical...
We had a few reasons for this design. We ruled out mixing UDP/TCP or building a reliable protocol over UDP like QUIC/Aeron on v0 of our feed...
Yes, we currently only have Nasdaq historical but we're launching all of US equities, historical and real-time, in parts over the course of the...
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