Market data vendor

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

  1. Ksenia


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


  3. 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?

    There are quite a number listed here:
    rb7 and themickey like this.
  4. Ksenia


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


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


    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


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


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