Hi. I'm looking for a data provider that offers the following; * US equities * C++ API * No messing with Windows, Wine, etc. * Live Tick data, including trade details and live order book depth Thank you for reading
We offer Realtick with API: https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/ Not sure what you men by " No messing with Windows, Wine, etc.".
Thank you for your answer. I'm going go run my application on Linux, so I rather not to install Windows just to get the data or install Wine on Linux in order to run a Windows program.
Refer to this thread, it may give you a jumping-off point. https://www.elitetrader.com/et/threads/api-for-linux.258230/
IQfeed meets your requirements: http://www.iqfeed.net/ I don't use them, so I can't say anything about their data quality and reliability.
isn't every data provider socket level? you still need an api to use it and you probably wouldn't use fix for your data. as for the OP, it's harder to find a data provider that does not offer what you need. activfinancial,quanthouse