reasonable datafeed over the internet

Discussion in 'Data Sets and Feeds' started by WhiteOut56, Dec 30, 2010.

  1. I'm looking for a database for an API

    - I want to know what each ECN is (bid / bid size / ask / ask size) at the top of the book and with updates.

  2. Bob111


    IB. you do know that there about 50 market centers\exchanges\ECN's out there? IB will show you about 20(assuming you do have subscription for all of them)

    not sure what exactly are you looking for..stocks,futures whatever? looking to buy a database with historical quotes in it already or planning to collect yourself via API? :confused:
  3. not looking for anything historical. Just a live api datafeed
  4. Bob111


    dunno anybody beside IB,who can provide such data in such way via API. but! a)IB's data not "live",it's series of snapshots,b)it's asynchronous.c)100 data lines is the limit for each account

  5. Occam


    NxCore provides this in full feed form, for maybe $500/month (or somewhat more) minimum, and more depending on how many markets you're looking at (equities, options, etc.).
  6. To be seconded. Pricey, but you get what you pay for. I am taking 4 exchanges via NxCore since 1st of December (CME, CBOT, NYMES, COMEX), using spikes of 2mbit, mostly 600kbit during the day.

    The REALLY good thing about them is the tape handling. 4 hours no internet? No data lost. 14 days (!) backward the data is reloaded in the off hours (or during main trading if you want).

    Still working on integrating their API fully (was a busy month in a customer proejct).

    But seriously, you see a NxCore fan here.
  7. You get what you pay for - IB is 100ms "snapshot" data.
  8. I house my trading Dashboard within Excel and use the DDE connection to the ThinkOrSwim application to populate it live and to do the calculations I use for decision support. Real time data at no cost.

    I don't have a good solution for the online version of my Dashboard which I access from the web browser on my smartphone when I'm not at my workstation. I applied for a FIX account from ToS, but was told that new FIX accounts for retail traders were on hold pending integration with TD Ameritrade. I was also told not to spend any time on it as retail account access would likely never be restored.

    I've been reduced to screen scraping 20 minute old data to support the online Dashboard. How ugly!

    I'll be interested in what economical solutions others come up with.
  9. thank you. I'm going to try that out