I am in the same boat as you guys, switched from the DTN NxCore feed to the QUODD feed on 12/3. Outage in the morning the first day and then yesterday received incorrect bid/ask data all day. I was a big fan of the DTN NxCore feed and am hoping QUODD can get their act together and fix their issues. Switching market data providers will be a be a real pain and I like the fact that I can process historical data the same way I process real-time data with the NxCore API. I am not aware of any other provider like that. The lack of corporate action data is not a big deal for me as I can get it elsewhere, but it would have been nice if they were clearer with the switch about the differences with the new feed. Also just not getting proper data for a full day is pretty ridiculous.
Yes. IQFeed supplies the last 2 split dates and split ratios. I don't need them to adjust the data for dividends. I just need the ex-dividend dates and amounts.
Out of curiosity, since you guys are using NXCore, is Quodd something NXCore developed or is it the same arrangement they had with DTN and they just handle the transmission of the data?
I'm in the same boat here (using NxCore for 14 years). I switched over to Quodd in September (big mistake). Nothing but problems in the last three months. They have 95% of what I require working on some level so I have had days where it has been acceptable. But I'm lucky if I have 3 out of 5 days of working data with no issues. having said this, I have no choice but to hope they get it together and create something that is reliable as the DTN product was. I have seen some things that have me worried, like missing data sets, promises that are not met and very little information coming from the top guys at the firm. Heck - look at the website. http://www.nanex.net/index.html DTN is still mentioned. A senior programmer (listed on the website) is no longer with the company. This major change (to Quodd) was announced in March and there is nothing mentioned anywhere. Very strange and worrisome to me. I hope things get better and we can get back to the incredible product that it once was. good luck...
The problem with other solutions is I have to think separately about historical data versus real-time. You can play back the real-time NxCore data historically and can use the same API and code for both. That is one things that I really like about the NxCore feed. I think IQFeed or Polygon would work just for the real-time part, but I would have to figure out something else for historical data.
OK, that is pain. I currently use IQFeed, but it's full of little gotchas and I would not describe their support as responsive.
Polygon.io looks very promising for stocks. They claim to handle 24,000 stocks vs IQFeed's 2,500 limit. I just signed up for a 7 day trial, and within an hour was able to programmatically fetch most non-realtime equities data (historical prices, dividends, fundamentals). A very simple, modern API. Tomorrow when the stock markets are open, I will write a quick app to test realtime quotes and trades. Thanks for the info.
Thanks Dave, I'll be interested to hear what you think. I have been looking seriously at them as well, the thing that is holding me back is IQFeed's news support. They seem to have news items, but they look to be historical only and there is no indication of how far back the history goes.