I'm looking for a RT market data feed (raw data via API) for the whole US stock market, to be used under a Unix/Linux environment, the API should be in C/C++, Java is maybe ok too. Are there any competitive alternatives to the "NxCore" product from DTN/IQfeed ( http://www.dtnma.com/ )? Costs about $500/month. Anybody any experience with this or similar products?
Have these "old" issues from 2006 been fixed in the meantime? http://osdir.com/ml/finance.amibroker.general/2006-04/msg00509.html
Here are some interesting postings I found regarding the topic of this thread with experiences from users: http://www.trade2win.com/boards/dat...-independent-realtime-tick-api-data-feed.html http://www.trade2win.com/boards/data-feeds/17623-us-uk-real-time-data-feed-api.html http://www.trade2win.com/boards/brokerages/79986-request-historical-data-api-ib.html
only very limited. What exactly do you need? Do you understand what "whole US stock market" means? Places like Bloomberg charge $4,500/month for that service and even if you can afford that (B-Pipe) its digital data so you need to be able to receive digital & convert/process into analog (Read: Expensive) & usable data. What are you looking for? If you don't need realtime why not buy backdate data on the cheap? Do you need realtime live? Milisecond tick by tick on every security? Equities only? Everything?
I had an experience with e-Signal COM API and that was really disgusting, never recommend to anyone. I also have used DTN, i found it to be much more robust and solid than e-Signal. Btw, i haven't used NxCore, it was the developer edition of their regular feed. Other than COM Api, e-Signal also have other means of data delivery but last time i checked they were much more expensive than the forementioned 500$ level. Edit: I just searched my mail box and found that they were charging as below Our Standard API is on a set up fee and then a monthly fee plus exchange fees per user. Standard API Set up fee $2500 Standard API monthly fee $2500 plus exchange fees