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What variables do you use to decide when to pull the trigger (i.e. which gaps you think are about to close) versus when to step back and decide to not short (i.e. which gaps you think will continue)? Fading 100% of gaps is not a profitable strategy, so how do you pick which ones you're going to...

I want to try my hand at intraday fading large overnight gap up (10-100% gaps) in small cap US equities, entering the trade within 5-30 minutes after open and holding for 30 minutes to 2 hours. Does anyone have experience with this? What are some variables we can look at to make this work? I...

To update this thread, they're saying that it was a misunderstanding, and I signed up to a developer account (which isn't under a free trial) along with the regular account. I do believe I was partly misled by their chat support (part of it below) and website, but I'm willing to give them the...

What they're doing is likely illegal. It's an unauthorized transaction under the Fair Credit Billing Act. I couldn't care less about losing $25 USD. What I care about is their illegal behaviour and customer last mentality, so I am making this post more to warn prospective customers about doing...

Nanex are a great service but they don't have the CME futures trade aggressor flag set. I'm not sure about their cash equities feed though.

I signed up for a 7 day free trial with DTN IQFeed. They explicitly said it was a free trial in saved chat logs I had with my account manager at DTN. During the free trial they accidentally (by their own written admission in email) charged my credit card $444 USD, which they weren't supposed to...

Ok this is really good info. I am keeping a very close eye on this data day to day and will DM you if I experience any such problems.

I'm not sure about Python. An upside and downside of NxCore is that they push you the entire exchange's data without the ability to opt out of specific symbols. This is good because it means they can do bespoke compression that really minimises the size of the data. But I can imagine it's a...

The price is $250/month for CME trades-only, or $300/month for CME trades+quotes. This covers all symbols. It is a very reasonable cost for the offering, and better value than the competitors I scoped out. Two competitors were $1000/month+, DTN IQFeed doesn't support Linux well, and polygon.io...

If you want to feed the data into your custom software, Nanex NxCore is hard to beat. Price will be $250-$300/month. I've been using them for a week and am extremely satisfied.

I just finished the free trial period for Nanex NxCore CME data and I have to say it's an excellent offering. I've decided to commit to a subscription. Benefits: - The latency has very few spikes and is constantly low. - API is extremely well designed and fits the usual workflows of a HFT...

Yeah they're roughly $1000/month though

I know Rithmic/CQG and Bookmap usually feed into desktop clients and aren't well known for API usage, which is why I didn't mention them in my OP. Can I also access them over API without using any client? (Especially on a Linux OS using Java)?

1. What programming language and OS do you use? I'm using Java+Linux 2. Aside from NxCore, IQFeed and polygon, do you have another suggestion I should look into for low-latency internet streaming of CME (or equities) data?

1) Do you see unacceptable delays with IQFeed or the latency is good? 2) Are you collecting the data directly over API into proprietary software like me, or using some kind of third party or desktop software?

I want to pull live CME data into my own Java application running on a remote Linux server. Aside from cost, is there any reason to choose IQFeed over NxCore (or vice versa)? I read an old thread here from 2018 that NxCore had become unusable but I haven't heard much recent feedback about...