Tick and Data feed Companies

Discussion in 'Data Sets and Feeds' started by Greg, Jul 10, 2008.

  1. Greg


    I am looking at using a secondary feed for tick data. I have the IB TWS tick feed. But I would like to work with another source. Any recommendations for a company to tie into.

  2. How much are you willing to pay for it? There are a bunch of feeds out there, but you get what you pay for.
  3. Greg


    Isn't that the truth. When I last did this in the 90's it was something in the range of $1,200.0 per month. I am sure its gone down from there.

    So how much will I pay. Hopefully well under that level.

  4. 1) TWS does NOT have a tick datastream - IB feed it an aggregated sub-second stream

    2) I assume you are wanting a real time tick data stream?

    3) if 2) is yes then the most important issue is what application you feed the stream to, which you don't mention at all
  5. Greg


    1) Yea, Unfortunately I had come to realize that not to long ago.

    2) Yes I do.

    3) My own application is where its going.

  6. ATLien


    IQFeed, Windows only API.



    In order from least expensive, to most expensive. You get what you pay for.
  7. Greg


    Just ran across OpenTick. Any thoughts about it. BTW it is a pay service now. I take it that it was a free service before.
  8. The historical data is free, they have always charged for real time exchange data. I don't think that users have been 100% pleased with their real time feeds. Do a search on opentick to find the comments.

    Have you considered opening an account with a second broker that has a tick data feed and using that feed for what you need.
  9. I subscribe to OpenTick and haven't had a problem personally. But I don't use it consistently.

    The service is free and all you pay for is exchange fees based on the data you want. I think if you don't subscribe to any data, you get YM for free. I currently pay $2/month for AMEX and NYSE ($1 each).

    I've written my own custom apps using Visual C++ and it's pretty straightforward.

    They have 2 main feed sources and 2 beta feed sources. The beta feeds were added while they tested a new dedicated exchange connection. It's much faster and consistent when compared side-by-side.

    Third party apps such as NinjaTrader support OpenTick for tick data as well as backfilling. Sadly my favorite app, QuoteTracker, does NOT support OpenTick and they've told me they have no plans to ever do so.
  10. 1) what do you trade?
    2) what frequency do you trade?
    3) how good are your programming skills?
    #10     Jul 11, 2008