ActiveTick vs. IQFeed vs. IB (TOFTT)

Discussion in 'Data Sets and Feeds' started by SeattleAlgo, Sep 6, 2012.

  1. Mopogo50


    So there is actually more than one exchange that generates these bars for Yahoo, Google, etc...??? I didn't know more than one source had to be required to cover all these 1 min bars.
    #111     Oct 16, 2018
  2. Sponsor

    Well there are 14+ public exchanges. The CTA + UTP feed are a consolidated feed of all those exchanges, which has 100% market coverage. Unless you're creating your own consolidated feed ( extremely expensive ) you'll need access to the CTA+UTP for full market coverage.
    #112     Oct 16, 2018
    Mopogo50 likes this.
  3. Mopogo50


    Do you have their service and is that what can do for me?
    #113     Oct 16, 2018
  4. Sponsor

    Yes, Polygon offers the CTA+UTP and OTC ( pink sheets ) as well. Our minute aggregate bars go back to the year 2000.
    #114     Oct 16, 2018
  5. Do you create aggregate tick bars ?
    #115     Oct 17, 2018
  6. Sponsor

    @syswizard Yes, we stream minute bars for all 24k+ symbols in real-time, as well as historic.
    #116     Oct 17, 2018
  7. No, I mean like 200 ticks, 500 ticks, 1000 ticks...NOT minutes.
    #117     Oct 17, 2018
  8. Sponsor

    Ohh, no we only stream ticks or minute aggregates. No tick aggregates. Sorry,
    #118     Oct 18, 2018
  9. Ah, so I have to build my own tick bars in Multicharts and then export those bars to an external CSV file.
    BTW: Do you link/connect with Multicharts ?
    If not, which platforms connect to as a data source ?
    #119     Oct 18, 2018
  10. Sponsor

    Most of our clients use Polygon to build their own custom trading applications. We provide standardized REST and websocket APIs. It may work with some trading software, but it's not something we test currently.
    #120     Oct 18, 2018