3 ms·
By "real time" presumably you mean tick data. This is generally not available for most contracts on most exchnages unless you are prepared to stump up a fair we
by retube 16y ago
By "real time" presumably you mean tick data. This is generally not available for most contracts on most exchnages unless you are prepared to stump up a fair wedge of cash. However, i did once find on some russian website per-second historical data for various currency pairs - although I forget the site now.
However depending on your trading strategy I doubt you'll need tick data. You may be able to find per-5-minute data for free on some stuff. And EOD is generally free for most contracts.
- arthurdent 16y agoI have also pulled 1 second bars for currency from IB. they throttle your query rate though, so it can take some time to get your data.