Recent content by wasabi-jones

Nanex charges by the exchange. CME, CBOT, and NYMEX are $250/month each, with additions if you want quotes and quote depth instead of just trades. NYSE and Nasdaq are more, but I'm looking at just getting CBOT. True tick data with a recorded "tape" and API access. edit: from the email I...

For anyone using Nanex data, what do you use to trade? Did you develop your own custom integration? Any suggestions of starting point? I am a programmer by "real job". In trading I primarily scalp e-mini using tick charts. Coming from TD/ThinkOrSwim. I can stream and store (using Postgres)...

No, you can use the TD API and I am not aware of any account minimums to use it. I'm fairly new, have considerably less than $300k in my TD account, and have been able to use their API. Initial access is a little convoluted but it is manageable after that. I'm currently using it from Python...