Real-time tick data source
Real-time tick data source
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amin msh · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: amin msh
Original post: https://quant.stackexchange.com/questions/47439
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I am looking for a free real time tick by tick data for training and analyzing and plotting forex charts, but I am searching a lot and I couldn't find any good data feed provider.
Why there is no support or any solution for this problem? Is it costly for companies to provide?
Is it possible to me to gain my needed data directly from the markets?
After a lot of searching I find out maybe it's better to gain my needed data directly from brokers for example sniff the websocket on google chrome (some binary options brokers use websocket for their web based platforms ) and export that data using javascript, or I decided to write some mql code for metatrader to export tick data and use in other place.
The other problem that I am facing is that if use tick data for example from company 'A' it have some differences in ticks and prices in other company 'B' and can make some problems.
Can someone show me a solution or a way or a website that can help me?
Thank you all.
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pintadelai · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: pintadelai
Original post: https://quant.stackexchange.com/a/47446
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Perhaps the following free software may serve you well, provided by courtesy of StrategyQuant. Even though it has not got the whole stock Universe at least it might get you started!
Quant Data Manager - Strategy Quant
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hroptatyr · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: hroptatyr
Original post: https://quant.stackexchange.com/a/53924
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Is it possible to me to gain my needed data directly from the markets?
Yes, and no. If you want
executable
quotes from one liquidity provider, talk to them (eg.
JPFX
,
Saxo FX
, etc.).
If you want bundled
executable
liquidity, sign up on an ECN (eg.
Euronext FX (formerly Fastmatch)
,
Currenex
, etc.)
For
indicative
quotes use an information network, both
The Terminal
and
Eikon
provide APIs.
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Jorisdrees · External communityPost link
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Author: Jorisdrees
Original post: https://quant.stackexchange.com/a/53931
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Try AlphaVantage they are good
https://www.alphavantage.co/
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babelproofreader · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: babelproofreader
Original post: https://quant.stackexchange.com/a/53932
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After a lot of searching I find out maybe it's better to gain my needed data directly from brokers
and
Can someone show me a solution or a way
Here is a one line command line/terminal script to directly download streaming tick data from Oanda, in this case for the EUR_USD pair.
stdbuf -oL -eL curl -s -H "Content-Type: application/json" -H "Authorization: Bearer XXX..." "https://stream-fxtrade.oanda.com/v3/accounts/XXX-XXX-XXXXXX-XXX/pricing/stream?instruments=EUR_USD" | jq --raw-output --unbuffered '[.time, .bids[0].price, .asks[0].price] | @csv' | sed -u 's/["Z]//g' | sed -u 's/[-T:]/,/g' >> ~/path/to/append/to/output
This will directly append to a file the timestamp and bid and ask prices, i.e.
2020,05,07,05,57,12.280265922,1.07898,1.07908
You can change the sed editing if you'd prefer a slightly different format, i.e. to
2020-05-07T05:57:12.280265922Z,1.07898,1.07908
or whatever.
You'll need both Curl and JQ installed on you system (both are FOSS) and stdbuf and the sed editor are a basic on Unix/Linux systems. On Windows, I have no ideas how you might do this, although the general approach is probably similar.
Of course you'll need an account with Oanda to download from, but the actual data download will be free and real time. Change the API call and this may very well work with any broker that offers streaming prices through an API.
Further details on a
recent blog post
of mine.
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: babelproofreader Source score (net votes, not local likes): 0 Original post: https://quant.stackexchange.com/a/53932 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. After a lot of searching I find out maybe it's better to gain my needed data directly from brokers and Can someone show me a solution or a way Here is a one line command line/terminal script to directly download streaming tick data from Oanda, in this case for the EUR_USD pair. stdbuf -oL -eL curl -s -H "Content-Type: application/json" -H "Authorization: Bearer XXX..." "https://stream-fxtrade.oanda.com/v3/accounts/XXX-XXX-XXXXXX-XXX/pricing/stream?instruments=EUR_USD" | jq --raw-output --unbuffered '[.time, .bids[0].price, .asks[0].price] | @csv' | sed -u 's/["Z]//g' | sed -u 's/[-T:]/,/g' >> ~/path/to/append/to/output This will directly append to a file the timestamp and bid and ask prices, i.e. 2020,05,07,05,57,12.280265922,1.07898,1.07908 You can change the sed editing if you'd prefer a slightly different format, i.e. to 2020-05-07T05:57:12.280265922Z,1.07898,1.07908 or whatever. You'll need both Curl and JQ installed on you system (both are FOSS) and stdbuf and the sed editor are a basic on Unix/Linux systems. On Windows, I have no ideas how you might do this, although the general approach is probably similar. Of course you'll need an account with Oanda to download from, but the actual data download will be free and real time. Change the API call and this may very well work with any broker that offers streaming prices through an API. Further details on a recent blog post of mine.
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