Looking for reliable, unfiltered real-time data feed provider w/ API

Discussion in 'Data Sets and Feeds' started by Davdse, Aug 21, 2007.

  1. Davdse


    Offering T&S, DOM, most importantly supporting CME-traded futures contracts. To be used in conjunction with proprietary C++ trading software on a linux box, so no windows installs.

    Any recommendations?

    Thanks in advance!
  2. I like TT (Trading Technologies)
  3. Davdse


    Thank you. Perhaps I'm not looking well, but TT provides little documentation on how to connect directly to their gateways instead of via their Windows API.
  4. Davdse


  5. Davdse


    This is really disappointing.

    eSignal, DTN, CQG, TT, none of the retail data vendors contacted offer anything I need. At this (developmental) stage I just don't need a direct exchange feed or an institutional(ly priced) solution.

    Running a Windows box just to handle feeds (and communicate with brokers - the number of retail brokers offering linux-friendly solutions is plain disappointing too) kind of defeats the whole point of running a linux box.

    Any other suggestions?
  6. plodder


    FIX may get you there. Quickfix.
    To avoid windows you need an \\\"API\\\" that is socket (tcp/ip) based, not windows dll based.

    Time, money and ingenutiy can solve any problem.
  7. Davdse


    Yes, but please show me what data providers and/or retail brokers offer a true socket connection, that is not in fact handled by their windows based API.

    TT talk of FIX support, which in fact boils down to a (Windows-based) adapter.
  8. ACTIV Financial
  9. Davdse


    ... is geared towards institutions.
    #10     Sep 12, 2007