IQFeed vs Polygon.io

Discussion in 'Data Sets and Feeds' started by bergstyle, May 2, 2018.

  1. bergstyle

    bergstyle

    Has anyone tried the feed service from Polygon.io? After reading lots of threads on here comparing different providers I've narrowed the choices down to IQFeed and Polygon but I haven't been able to find anybody talking about Polygon. From their marketing materials and documentation the technology looks great i.e. using a NATS client instead of fiddling with desktop gateway applications or having to install Wine inside of docker. Primary use case for the data is programmatic analysis/trading.

    One feature that's missing is the ability to subscribe to specific symbols. You have to take in all of them through the client and then filter the ones you want programmatically if you're only interested in a few symbols this seems like a waste of processing and bandwidth. Their documentation is also lacking when it comes to the data formats of the specific streams they offer.
     
  2. I use Iqfeed almost a decade now and recently run it in Docker on my linux servers without a problem. It's rock solid.
     
  3. arbitech

    arbitech

    from what i read on polygon they colocate on equinix...from my souvenirs iqfeed has their ticker plant in nebraska or chicago!!!
    you can see the latency difference.

    i use iqfeed also in linux its rock solid and feed has no error but recently i started trading a strat which recquire a minimum speed on us equities and iqfeed is proving to be not good as really really too slow....

    is polygon the same kind of price than iqfeed?
     
  4. bergstyle

    bergstyle

    Thank you the feedback is appreciated. Good to know IQFeed + Docker is a stable solution. My last experience with Wine was many years ago experimenting with Linux desktop distros and Wine was pretty rough around the edges back then.

    Can anyone recommend a public Dockerfile for IQFeed? So far jaikumarm/docker-iqfeed appears to be the most recently updated one I've found.

    @arbitech Polygon pricing is $199/mo (non pro). Not sure if they charge any additional fees... If you end up trying it let us know how it goes.
     
  5. As far as I've been able to find out, IQFeed, ActiveTick and Polygon are the main competitors providing "cheap" retail oriented feeds with API capability and tick level data.

    IQFeed is the most expensive and offers the least historical data, only 6 months of backfill. My impression from reading the forums is that they are the most reliable and have the best quality data, but I cannot personally confirm this as I have not ever subscribed.

    ActiveTick has over 7 years of historical data, but the data quality is poor. Support is almost nonexistent. API is a pain in the ass to use and historical data is throttled. It is very cheap though, so overall it's still a great value if you are on a budget. I complain about them but they are my best choice for now.

    Polygon is the new guy on the block and unlike the others they are actively improving their service. You can see the changes on their blog. Support is good, quick and helpful answers. They have 7 years of trade data and 2 years of quote data. Data quality is similar to ActiveTick currently (actually a bit worse) but they are working on fixing this. The API is a pleasure to use compared to ActivetTick. Even though the documentation is a bit lacking, it's pretty much self explanatory. I believe that they will surpass the others soon becoming the top choice. I'm watching it closely, until then I'll continue with ActiveTick.
     
    tradingcomputer likes this.
  6. Craig66

    Craig66

    It would be good to see more competition in this area, IQFeed is good...not great. Sort of like the IB of data feeds.
     
    tradingcomputer likes this.
  7. Polygon switched over to a new feed provider for their equities data today (May 23, 2018) and I'm seeing a big improvement in quality (i.e., fewer missing trades) now surpassing activetick. I compared the tape from both on several stocks and polygon's trades were all a strict superset of activetick's.
     
  8. truetype

    truetype

    Sounds like an opportunity. Round up some angel & VC money and give it a go!
     
  9. 1. Can you kindly share where i can find examples on connecting to them (API is very minimal)
    2. Can you listen for Level 1 Quotes and Trades for entire market (approx. 3000 Symbols) for $200 as a non professional trader

    Thanks for sharing
     
  10. 1. Documentation is here: https://polygon.io/docs/#getting-started. I'm not aware of any complete example code available online, but I found the API to be very straightforward. If you have a specific question I could try to answer it.

    2. Yes, $200 for non pro for all the equities data. Yes, the realtime feed is for the entire market. To get a subset of the symbols you will have to filter the feed yourself.

    btw in my previous post which you quoted, I was referring to historical data. The realtime feed still has some glitches (some out of order ticks, some weird issues with some symbols having more latency than others) but I've been in a dialog with them about it and they are being fixed. If you require something that is 100% working right away I would wait a few weeks and check back here.
     
    #10     Jun 18, 2018