Market data vendor

Discussion in 'Data Sets and Feeds' started by Ksenia, Feb 1, 2021.

  1. Ksenia

    Ksenia

    Hi! Please tell best data provider (market data feed)
     
  2. ZBZB

    ZBZB

  3. jharmon

    jharmon

    That is a very vague question. Try harder next time.

    Which countries?
    Which exchanges?
    Real time, delayed, end of day?
    How many securities do you want to query?
    Streaming or snapshot?
    Consolidated or single exchange?
    Which app you use?
    Budget?

    There are quite a number listed here:
    https://www.elitetrader.com/et/resources/
     
    rb7 and themickey like this.
  4. Ksenia

    Ksenia

    I mean IQFeed, Quandl, Oanda, etc. Who is the best with the best quality?
     
  5. Ponmo

    Ponmo

    Your question misses a number of details. Your choice of data provider would depend on your business requirements and budget. algoseek.com is a good starting point.
     
  6. themickey

    themickey

    Last edited: Feb 2, 2021
  7. Well, it depends on your budget and the exact type of data you are looking for. For instance, if you're looking for historical US-centric market data, try algoseek.
     
  8. bluelou

    bluelou

    Has algoseek improved? I checked it out a few years ago and thought the CME Level 1 data was pretty low quality. IIRC, > 70% of the quote messages were missing vs Reuters and some other benchmarks.
     
  9. rb7

    rb7

    Please, precise your question.
    What best means for you?
     
  10. Ponmo

    Ponmo

    Yes, they have. You can check their new website: algoseek.com
     
    #10     Feb 9, 2021