Unlimited Symbols?

Discussion in 'Data Sets and Feeds' started by antares66, Jan 4, 2020.

  1. Databento

    Databento Sponsor

    Our service will come out of stealth mode in a few weeks and cover your use case. We provide the full exchange (i.e. all symbols) without any limit. For example, this comes round to about 500k+ symbols on CME including all options and spreads across all expirations; around 8,000 to 10,000+ symbols on equities venues.

    If you prefer not to stream every symbol at once, our API and protocol also take an optimal parameter that lets you specify any arbitrary combination of symbols up to 1,000 in a single request.

    On my MacBook Air, our Python client does historical full order book replay for every symbol on a single exchange at about 130k events per second.

    If you need something right now, Activ, Celoxica, Exegy and QuantHouse are widely recommended, in no particular sequence.
     
    #11     Feb 16, 2022
  2. NxCORE by NANEX

    NxCORE by NANEX Sponsor

    NxCore pushes every symbol for each exchange.
     
    #12     Feb 17, 2022
  3. algoseek

    algoseek Sponsor

    Well, you can get this from algoseek.com. The data is collected from the full SIP (Securities Information Processors) feed via our Equinix co-lo servers, including all trades and quotes published to every exchange as well as FINRA.
     
    #13     Mar 1, 2022