Streaming Data w/ Level 2

Discussion in 'Data Sets and Feeds' started by bmcgin, Dec 2, 2024.

  1. bmcgin

    bmcgin

    Where is a good place to find streaming quotes, trades, bars and level 2 for US equities and options? This is for personal use only.

    It needs to be accessible by username/pw and without oAuth (forcing me to log in to a website first).

    I've been testing Alpaca, Tradier and a few others, which do great for everything except for the missing level 2.

    Today, I signed up with ActiveTick and paid for the $99 plan. All the APIs are 15 minutes delayed (I have not tested the streaming APIs yet). I called, left VM and emailed and have yet to hear back. Am I wasting time here?

    It looks like TradeStation and Schab offer Level 2, both of which are behind oAuth (as far as I can tell). I do not want to have to log in manually just to see data.

    I emailed dxFeed; I think they only offer service to companies.

    Is there anything out there for a decent price? I'm unwilling to pay $300 per month just to add Level 2.
     
  2. Sekiyo

    Sekiyo

    IBKR maybe

    upload_2024-12-3_2-34-29.png
     
    HawaiianIceberg likes this.
  3. bmcgin

    bmcgin

    Is it necessary to be logged into Trader Workstation to access the streaming data? Ideally, I want to supply a username, password and/or token programmatically.
     
  4. Sekiyo

    Sekiyo

    You can use IB Gateway
     
  5. bmcgin

    bmcgin

    Update:

    IBKR:
    I got an IBRK account to test. They have all the streaming data—perfect--and at a reasonable price. It does require a sign-in each day with 2FA using their phone app. In the past, there were "ways" to automatically do that. Today I doubt that's possible without hacking the phone.

    ActiveTick:
    After a week of trying, I was able to chat with support, who changed something in my account, and now I have real-time data.

    Level 2 is supposed to be included. It's not working for symbols like TQQQ. They do not specify the source. Getting simple answers is worse than pulling teeth. They do not email, they do not answer the phone, every blue moon they are on chat.

    I get the feeling this is a one-man shop or close to it. Their address is a "rent-a-office" and they all the earmarks of a "I don't give a F" about this anymore.

    I know they post in elitetrader, so maybe someone can shed some light. (doubt they care) If ActiveTick actually does have NASDAQ TotalView and NYSE Openbook, it would be my first choice because the data is accessible without oAuth.

    TradeStation:
    I opened a test account and they have all the data. I should have an API key tomorrow to test.
     
    Sekiyo likes this.
  6. bmcgin

    bmcgin

    Follow Up:

    TradeStation's data is very good for what I'm doing. They pre-process the data and spoon-feed it. I really like how they deliver streaming bar data with volume metrics. The level 2 data is great. And it should be possible to make a Time & Sales widget.

    I made my own web-based trading platform and the way the data is delivered is just about perfect for this.

    The data comes out a lot slower than Alpaca. Alpaca's data looks to be unprocessed which is ideal for algotrading. I needed to throttle back Alpaca's data as the numbers were changing too fast for viewing on screen.

    TradeStation's 2FA and Oauth are enforced. Once the browser is authenticated, the 2FA goes away. I can work with this. In contrast, IBKR's 2FA happens every login which is overkill and annoying.

    So after testing IBKR, Tradier, Tasytrade, ActiveTick and a few others, this is the plan for now.