US Socks free real time market data (close enough)

Discussion in 'Automated Trading' started by qlai, May 11, 2020.

  1. qlai

    qlai

  2. gaussian

    gaussian

    One must ask two questions:

    1. Why is it free? What is the product? You can get reliable and accurate stock data from Quandl. A top-tier feed could be $200/mo. What's the catch?
    2. 99.95% accuracy isn't bad. I wonder if they account for splits, bankruptcies, etc.
     
  3. qlai

    qlai

    The historical data you can get from multiple places, but getting real time streaming data for all symbols is not available for free. Actually, looks like they are limiting to only 15 symbols, which sucks.

    • Each account can have up to one concurrent websocket connection.
    • Trades, quotes and minute bars are supported.
    • Subscription is limited to 30 channels at a time for trades and quotes (T. and Q.). This limit is temporary and we may support more channels in the future.
    • This number refers to how close these five exchanges to the NBBO published by the SIPs. The main exchanges are missing from their list(Nasdaq, NYSE, Arca, bats/edge).
     
  4. ZBZB

    ZBZB

  5. qlai

    qlai

  6. traider

    traider

    Can you connect to multiple websockets using diff accts to get 1500 symbols
     
  7. ZBZB

    ZBZB

    you did not specify via api. How does medvedtrader get the free real-time data and backfill from webull?
     
    Last edited: May 12, 2020
  8. qlai

    qlai

    I don’t think so, it’s tied to the account you have with them.
     

  9. i went to quandl webpage, can not find information on its live market stream, no less 200$/month. does quandl offer api to level1 data for all US equity market?
     
  10. ZBZB

    ZBZB

    quandl is historical eod, it does have an api and a free eod stock wiki.

    https://quantpedia.com/links-tools/?category=historical-data
     
    #10     May 12, 2020