Recent content by _wd

I'm going to play with Polygon's 1 second aggregate feed next week, it still looks like it could fit what I want. The complaints above are for the benefit of Polygon, for every user like me getting a bad first impression and wanting to run away, but is willing to report why that is, 100 more...

$200/mo for floating point price is /far/ from big expectations. It's the difference between a car with or without wheels attached

So after cleaning up the pee, I signed up for your trial, and I must say at present I simply wouldn't be happy spending $200/mo. on what I've found. Your documentation is /sorely/ lacking: - Fields are only described as far as 3 words, and if I cannot find some equivalent field in the CTS/UTP...

OOOOOOOOOOMGGGGGG. I think I just peed myself Do you sell I <3 POLYGON t-shirts? I want to wear one while buying that beer..

One last question for you, and I'm sure you get a lot.. how come no OPRA? I get the impression from elsewhere there may be something special about their licensing. Alternatively perhaps it is just the sheer volume of data involved? Thanks again

:O Verrry nice <3 Can I buy you a beer on top of the subscription fee? :P Hopefully will sign up real soon, thanks

From looking at https://polygon.io/polyfeed, it seems $200/mo. does not buy me real time NBBO / consolidated volume information, right? Only volume for a subset of minor exchanges What I basically want is the full CTS+UTP feeds. I thought aggregate data licensing was one of the positive...

I didn't realize Polygon had whole-market feed! And looking more closely, they even have a market snapshot option. Thanks for the pointer, this is probably what I want, assuming their latency isn't insane

For my own use

This appears not to be the case. This page suggests the only real time trades/quotes received come from IEX, even for paid plans NASDAQ/NYSE are delayed. Additionally I tried using my free account to access the stream, it is not enabled. That suggests I'd need their 'Scale' plan at $500/mo...

Hi there, Does anyone know of a service where you can receive whole-market view of (at least) last trade + cumulative daily volume on a periodic basis? These two fields are sufficient to build most kinds of custom market scanner - which is what I'd like to do. Even a snapshot every minute...