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There are plenty of "retail" ways to get access to this data, both realtime and historical. For realtime data and trading API access, interactive brokers provi
by raarky 15y ago
There are plenty of "retail" ways to get access to this data, both realtime and historical.
For realtime data and trading API access, interactive brokers provide a good service.
For pure data feeds, both realtime and historical, check out esignal, cqg or iqfeed.
- veyron 15y agoIB data isnt the actual exchange data. For example, on nasdaq, the raw data is the ITCH tick-by-tick data. iirc iqfeed gives you a normalized data format.
- raarky 15y agoYeah, the quality isn't the same as a proper feed but i guess the cost doesnt compare either. CQG seem to do pretty good feeds but i've never tried them