2 ms·

I guess I’m not very familiar with these offerings. I was really asking “how do I acquire a real time feed to plug into this open source software”. But it sound

• ska 6y ago
  No, it may or may not be particularly valuable depending on your use cases. Low latency data is mostly going to be a quality/cost/volume trade-off.
• z2 6y ago
  I guess it depends on what you want to use the data for. There are plenty reasonably priced APIs for streaming the latest closing price once a second for, say, up to 5 stocks at a time. That's much more manageable than, say, streaming all 100,000 global stock and their transactions, bids, asks, closing prices, outstanding orders across multiple stock exchanges per stock, and 3-dimensional options data (strike price, expiration date, type). This may approach (but still be a few orders of magnitude less than) particle collider levels of data.