Realtime Data feed for Implied volatility

Discussion in 'Data Sets and Feeds' started by rohan2008, Sep 16, 2020.

  1. It’s been efficient enough for my use. I don’t think you’d want to use UDP outside the data center as it’s an unreliable transfer method and you can end up missing quotes and trades. The biggest thing with a source like Tradier will be that they are in AWS us-east-1 and there’s some additional latency between them and the data source. Websockets with JSON encoding vs a binary protocol over raw TCP/UDP is minor compared to all the hops from exchange (+ to OPRA?) (+to secondary vendor?) to Tradier.

    I run in AWS us-east-1 so I can minimize the additional latency.

    Test your trading and look at the tape or quote stream to see if you’re missing trades you could have made and figure out if the amount your missing is worth a faster retail vendor (Nanex?) or renting racks at the exchanges.
     
    #11     Sep 19, 2020
    thecoder likes this.
  2. thecoder

    thecoder

    I second that. UDP makes sense only in-house, not for distribution to outside.
     
    #12     Sep 19, 2020
  3. rohan2008

    rohan2008

    Could be true. My trading system uses C++ websockets over http; thats how I access the settings and configuration knobs from a remote broswer. I like websockets per se, but am only concerned about the message overhead they add. Yes, the only way one gets to know is to try things out and measure.

    Except for this potential overhead part; websockets are awesome based on my experience.
     
    #13     Sep 19, 2020
  4. algoseek

    algoseek Sponsor

    You are right. No need to pay for what you don't need.
     
    #14     Sep 23, 2020