Tick Data Vendor

Looking for a data vendor to supply tick data. Need high quality data across various markets, filtered, and clean. Willing to pay for quality. Any suggestions?

Thanks,
Red

 

tickdata.com is probably the best

 

That's who I'm currently approaching, but I just wanted to clear the market before committing.

 

I think NxCore has very good data, if you are willing to use their API, which is the same used by their live service. It may be cheaper and more comprehensive, if you're interested in entire markets rather than individual securities.

Also, the individual exchanges have good historical data -- sometimes, surprisingly, for less than most third-party providers, particularly, again, if you want the entire feed for a market (rather than individual symbols).

 

Do you have a rough idea on the subscription fee (assuming I want all ticks and Level II messages for the SP 500)?

 

Not sure -- you can try emailing their sales dept.; contact info can be found at:

http://www.nanex.net/

 

Used NxCore some years back (~05-06) and it was $1000/month + relevant exchange fees. Not sure if that price holds today, so contact them.

Sounds like TickData is what OP is seeking. Highly recommend it.

 

TickData is good for futures.

But I think it's to expenisve for equities.

I have spotted differences between TickData and Bloomberg. I then compared it to Reuters and all three were different but close enough.

It would be better if they had an API as well.

$.02