Max. number of symbols via API

Discussion in 'Automated Trading' started by uexkuell, Aug 2, 2011.

  1. Which would be the way to get a maximum number of symbols via API?

    Looking for the least costly solution. (Not NxCore...)

    The program should scan like 4000 symbols permanently.
    It would be ok to receive quotes only once per minute or even every 5 minutes.

    I understand Lightspeed has no limitation on the number of symbols.
    Any experiences on what would be a reasonable number of symbols that can be handled?
  2. jeffweng


    My program currently scans over 2000 symbol in real time and it works well.
  3. LeeD


    If you want data only every 5 minutes, the cheapest solution is to avoid "streaming" (which is usually every tick) and just download historical 1-minute data every so often. Then you need fast dounload speed. So, eSignal would probably be the best... but if you ar etaking a trial, compare it to IQ Feed (an API fee may be involved).

    Of course, as jeffweng suggests, you can just pay extra for more symbols on the "tick" stream.
  4. Which feed?
  5. jeffweng


    ARCA and ISLD, Level 2 data. I co-locate my server with Lightspeed.