API that supports ECN book data

Discussion in 'Data Sets and Feeds' started by sprstpd, Nov 30, 2007.

  1. sprstpd


    I want to use an API to retrieve market maker and ECN book data (i.e., ARCA and ISLD). I want the API to be scalable in terms of the number of symbols that I can follow (the more symbols, the more I pay). What are my options and if you could give a rought estimate of cost, that would be helpful.

    Here are the places I know of that support API retrieval of market maker and ECN book data:

    (free up to 1,000 "symbols", where each symbol is a combo symbol+exchange)

    (from what I can tell, has a 100 symbol limit on market maker/ECN book data. From what I can tell, it looks like $250/month)

    Thanks in advance.