Curious if there is a list of real time, non snapshot data providers for equity and equity options. Seems there are a lot of options on the Futures side for data but seems like other than IQfeed (which is expensive) there aren't many other options. Other than IQfeed, are there any other reasonable options for data feeds not coming from snapshot data from brokers? Here is my initial list: esignal Barchart (?) IQFeed
https://quantpedia.com/links-tools/?category=historical-data You are looking for real-time. Saxo bank Prorealtime Dxfeed Nanex
Updating list and adding: Historical: https://quantpedia.com/links-tools/?category=historical-data esignal Barchart (?) IQFeed Saxo bank Prorealtime Dxfeed Nanex www.livevol.com www.silexx.com Polygon.io? Lightspeed? Please feel free to comment on any of these if you have any experience.
IQFeed is pretty solid, it has worked well (apart from one day) during the recent meltdown, their support is, however, somewhat indifferent. Polygon looks good, but you should take a look look at their slack channel, they seem responsive, but the problems are multiple and ongoing.
We are still working on our reference data APIs. We're hoping to have v2 of them out in the next month or so. However, the real-time and historic price data should be very solid. We're a very determined team of developers, so please reach out if you have questions/comments. Cheers!
Unfortunately it doesn't seem that there are any relatively inexpensive data feeds that support futures, stock and stock options. Not really even any inexpensive data feeds that do stocks and stock options where you can then feed Futures from your broker....