Fastest Market Data Vendor

I think it is clear Robert Morse knows what his firm does and for the most part what other firms do but it is not fair to expect him to know what each and every other trading firm and or exchange does or does not and why not.

It is the responsibility of each of us to know, or find out directly with the providers themselves.

Having been in business, twice, I never concerned myself with how my competition could charge less ... or more than me. I had my cost structure, they had theirs. I had reasons to include things at no charge that others charged for and vice versa.

 

Polygon.io provides ultra-low latency real-time data with a mean latency of 20ms.

 

+1, However, we currently do not provide indices.

 

For US indices, we'd recommend picking that up through CME's Globex MDP 3.0 feed, as the futures usually lead the cash constituents.

If you just need a fast parser or normalized feed for MDP 3.0, I'd recommend our friends over at Activ, Pico (Redline), QuantHouse, MayStreet, Celoxica or Vela in no particular order. There are potential limitations: Most will likely be $1,500+ MRC not including license fees. Many don't distribute over public internet i.e. you'll separately need hosting, Glink access, and/or cross-connect at Aurora I or Equinix's campus at 350 E Cermak.

If these limitations affect you, we're launching our service at Databento soon and it could be a good fit. We overlap with the above in their typical use case, except we (a) have a usage-based pricing model so the cost could be significantly less than a full feed subscription if you just need indices, and (b) also distribute the data over internet. Our 90th percentile latencies are <2.1 ms over public internet and <40.6 us over cross-connect on our existing architecture, while delivering every MBO message for full exchange:

 

@Databento

Looks like you have a waitlist at the moment. Would like to test your options feed. I have joined the waiting list.

Thank You.

 

Thanks so much! We appreciate the support!

We hope to launch this very soon. Our OPRA feed is just being held up on our new FPGAs with 100G interfaces, but we already have options on futures as that runs on our older FPGAs with 10G interfaces.

 

But we still need an invite to access that correct?

 

Yes, we're expecting to send out the bulk of the invites between Feb 10 and Mar 31.