Historical Data from Nanex

Hi, I'm getting quoted the following for historical data:

1 exchange $115 per month
3 exchanges $250 per month
5 exchanges $300 per month
7 exchanges $350 per month
custom package $470 per month

Discounts of 20% apply to all purchases of 1 year or more

The live feed is like 650 per month + 500 one time set up fee for non professional.

Is there anything I should be aware about this data? Are all the quotes consolidated, for example?

Let me know.

Cheers,

Blaze.

 

I think they can demo it for you and you'll see it in real time (at least, they did this for me a few years ago). During the demo, you're receiving a sample tape, and you can check it out on your own using the API. Once nice thing about their system is that the historical tapes are exactly what you'd get in real time, which is something that the other services I investigated didn't offer. So you can really dig into the data and the API after the demo and see if it's giving you what you need.

 

Hmm, looks like there's nothing wrong with the data that anyone commonly knows about.

 

Nanex historical tapes are not exactly what you would see in real time. They are at a 25 millisecond granularity. I use Reuters Tick History for historical data, that is at 1 microsecond granularity. This is as close to what you would get in real time.

Just trying to be informative.

 

what are they pricing that at?

 

They did this bait and switch on me. When I went to actually order they increased their prices to $150 per month, after quoting me $115.

Not a great biz practice.

 

Nanex and TickData.com have good data but are expensive as you are buying the data.

You can now rent data access with the QuantGo.com cloud where you pay a fixed monthly fee to access years of data, for example 5 years for all US data exchanges full trades and quotes ("TAQ") is $250 per month from AlgoSeek (one of QuantGo's data partners). QuantGo achieves this because you have to use a virtual computer instance in their cloud...you get your own computer (choose your own OS, install software, etc) but it is in their cloud. This allows them to make sure you do not download the data partner's data to your own computers. There are pros/cons to this solution...obvious advantage is access to lots of data at a price that makes sense but you have to be comfortable working with your own virtual computer instance(s)