I am looking for a reliable data vendor that fulfills the following requirements: - delivers data for all major equity exchanges worldwide (also European) - delivers market depth (level II) - has an API that can be accessed via Java - is reliable and professionsl I have now been looking for weeks to find a suitable vendor but there seems to be none out there that fulfills these requirements. Many professional vendors concentrate on futures, others do not cover European exchanges, and some do not have API or are said to be unreliable (e.g. esignal, realtick). If anyone knows a vendor I should check, please let me know.
NxCore - http://www.nanex.net/ Symbol Guide: http://www.nanex.net/symguide.html It's a nice feed other than the fact that the data comes from Omaha. It's a C based Windows API, so you'll have to write a Java wrapper and run it on Windows (or in a VM/Wine). IQFeed is their retail product and may also be interesting. Their software exposes an easy text based TCP API.
hi cantdomath, many thanks for your response. I had looked at nxcore before, the only issue is that they do not offer non US-equity exchanges . they seem to focus on futures. regards timo
Try Activ or Bloomberg. Gotta pay to play. Edit: How about eSignal, they are much cheaper than the above but I don't know about forign exchanges, latency and reliability.
WinstonTJ, I will have a look at Activ, thanks. esignal offers everything I would need but it is not reliable.