What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
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a113nw · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: a113nw
Original post: https://quant.stackexchange.com/questions/37
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I'm currently using IB's Java API and getting feeds through them. However the real-time feed is updated only every 250ms and the historical feed only every second.
I'm primarily looking for ES data and other index futures and ETFs. I'm not looking at FX since that data is the most subjective since there is no exchange.
I want a setup that allows me to get the most accurate real-time tick data and market depth. Tick by tick would be ideal, but probably prohibitively expensive.
What setup gives the most accurate data and depth?
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user7597 · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: user7597
Original post: https://quant.stackexchange.com/a/10648
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Try
http://www.activetick.com/activetick/contents/PersonalServicesDataAPIPricing.aspx
this is very cheap 300 per month for unlimted symbols starts from $50 per month
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Daniel · External communityPost link
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Author: Daniel
Original post: https://quant.stackexchange.com/a/15295
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I subscribed recently to ActiveTick, primarily because of the Excel add-in they offer. The ability to feed real time data into Excel equations sounded really promising, but what I have found is a service that is incredibly unreliable. I’ve been sitting here for the last 5 hours watching the add-in try to connect with the server, but no luck. This is about the 5th time this has happened in the last 40 trading days, not a good track record IMHO. When it works, it works great. The problem is its reliability and they are not recommended.
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: Daniel Source score (net votes, not local likes): 3 Original post: https://quant.stackexchange.com/a/15295 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I subscribed recently to ActiveTick, primarily because of the Excel add-in they offer. The ability to feed real time data into Excel equations sounded really promising, but what I have found is a service that is incredibly unreliable. I’ve been sitting here for the last 5 hours watching the add-in try to connect with the server, but no luck. This is about the 5th time this has happened in the last 40 trading days, not a good track record IMHO. When it works, it works great. The problem is its reliability and they are not recommended.
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