recommend a good data provider with bid ask backfill

Discussion in 'Data Sets and Feeds' started by cwl18, Aug 12, 2012.

  1. cwl18



    I am currently using zenfire to collect my data, they dont have a backfill options so if there is some reasons i miss the data, the data is lose for good. also i notice there is some missing ticks occur, without a backfill, there is no way i can confirm and check my data integrity.

    can anyone recommend a good data provider (futures) with ticks, bid and ask level, and a backfill (1 day is good enough), an API connection so i can collect my own data and reasonably priced. Bonus if they clean the data for bad ticks so i dont have to clean it myself. i can consider a broker if it is good.

  2. Good question. This is the reason I was moving to Nanex.
  3. cwl18


    nanex is good? can you tell me more why it is good? how much am i looking at to subscribe it?
  4. cwl18


    noone else have any good feed?
  5. I pay a little over 800 USD per month, getting all CME Group exchanges full feed.

    it is good because it is COMPLETE - ALL options published, all data, all ticks, all corrections, lots of relevant metadata (trading hours, for example).
  6. cwl18


    thanks, i will investigate more into it