My budget is around $500 a month. Basically, I need to be able to scan all listed US equities with maybe a couple seconds of delay. Ideally, I want best bid, best ask, last trade, and have this refresh once a second or less and have my program simultaneously look at a couple thousand symbols. I don't think eSignal or iqFeed will be sufficient for my purposes. I looked into NxCore, but they are extremely slow and responding to my inquiries. NxCore is also Windows only which is likely a dealbreaker for me. Does anybody know of a good feed that I can use on Linux?
Actually, that figure is not too far out of the ballpark. NxCore can provide what I need for $500/mo. Nasdaq Basic runs at $1500/mo for distributors (which I am not, so maybe I can get it for less?) Thus, it feels like something should be doable for between $500 and $1000.
I have researched the few alternatives that are out there. In the low-price range that's only DTN and eSig (AFAIK). DTN IQ can do what you want, however you have to be able to process all tick data. DTN IQ devliers true tick by tick for 80$month. Additional symbols cost something like 50$ (can't remember). You don't need NxCore for 1sec resolution. My only problem is that they don't deliver proper snapshots. I'm currently moving from DTN to CGQ which costs 600$, mainly because they have more markets covered and have a more professional API and services.
run virtualbox , on either win7 then run your linux platform or run on linuxbox with win7 on virtualbox get an i7-2600k and overlcock it, 16 gigs of ram. now you have best of both worlds. thank me later.