Data provider for real time tick-by-tick data

Discussion in 'Data Sets and Feeds' started by Luke_4466, Aug 16, 2021.

  1. Thank you for making that clear. Does the dxfeed include Level 2?
     
    #71     Jan 20, 2022
  2. yes, dxFeed has Level II as an option
     
    #72     Jan 20, 2022
  3. terr

    terr

    To add to Jerry's reply... For US stocks, dxFeed has 3 "depth" options:

    1. EDGX depth
    2. Nasdaq TotalView depth
    3. The BBO depth view - that is, the best bid/ask on 10 or so different exchanges. That just comes with a CTAUTP feed subscription
     
    #73     Jan 20, 2022
  4. DaveV

    DaveV

    How much is the monthly pricing for dxfeed, Nasdaq and NYSE equities only, Level I, using an API?
     
    #74     Jan 20, 2022
  5. the price for the Level I quotes is $49 through MT:
    https://medvedtrader.com/dxfeed

    not sure what "using an API" would mean - through MT API, you cannot use dxFeed. As for directly, that I don't know.
     
    #75     Jan 20, 2022
  6. DaveV

    DaveV

    API means that you receive the raw quotes only. The opposite is Display qoutes where an application, either provided by the quotes vendor or some other well known company (i.e. not a custom app), receives the quotes and displays it on a screen. Some quote vendor charge more for the raw (API) quotes.
     
    #76     Jan 20, 2022
  7. terr

    terr

    dxFeed provides data, AFAIU, to applications, and for each application the subscription is separate. So, for example, if you subscribe to dxFeed for MedvedTrader, you yourself won't be able to connect to the API. Thus:

    1. Contact dxFeed and see if they will give you a subscription for yourself
    2. Ask them about the non-display pricing. There was a lot of discussion of non-display quotes pricing on elitetrader, and I am still not sure whether separate non-display fees apply to non-professionals.
     
    #77     Jan 20, 2022
  8. DaveV

    DaveV

    Yes I have seen the discussions. I especially noted the one from Robert Morse that stated that the is always supposed to be higher pricing for non-display quotes, but that many vendors and brokers ignore the rule.
     
    #78     Jan 20, 2022
  9. tifoji

    tifoji

    I had contacted dxFeed a while ago for specs and they just flat out denied my request. Asked me to subscribe through approved apps and that having subscription for one app is different for another, like you have to pay twice if you want subs for Bookmap and ATAS. That is a load of crap IMO. It's one thing to only allow one live feed at a time and another to stifle feeds per software.

    This is what prompted me to register here and communicate with the Medved folks as I thought I might get a workaround to get access to dxFeed via pass through API. But pretty sure they have been asked to not allow it.

    Anyways I was looking at Medved API and even if they had allowed a pass through it wouldn't have served my purpose. Seems it is a very limited set of endpoints and mostly stock oriented and I was looking for Options related fields in dxFeed. There don't seem to be any good tools that plot options volume like stock volume, so I wanted to build my own.
     
    #79     Jan 21, 2022
  10. terr

    terr

    tifoj, have you looked at IQFeed? As for the API in MT - were you looking at the streaming API or HTTP API - because if it was the streaming API, I am not sure what features you are not finding for options (and if you can drop me a note on the support email about what you think is missing, I will see if I can add it).
     
    #80     Jan 21, 2022