Search results

Were you able to implement the API? I asked them and they mentioned, its not supported anymore. Is it still working for you?

Thank you - i will read again more closely.

Thank you very much - $50 is great pricing for every for every 500 Symbols.

rb7 - What is the pricing of IQfeed for all NYSE, NSDQ, ARCA Symbols (Approx. 4000 symbols)? Last time, i had checked they require a $300 API fee just to test out the API and Iqfeed was limited to 500 Symbols. Does this mean i would have to get 8 connections to / subscription or 4000 symbols

cruisecontrol, Just wondering have you tried listening to: Level 1 and Trades data for all ARCA, NSDQ, NYSE symbols from Polygon and had any issues other than OOS trades. Would they be able to support anything like this? Pricing is great :)

Thank you qlai, your 2 cents are worth a lot more to me. ". You should not use exchange timestamps. You should timestamp each message based on your local time and the rest of the code should use that nice clean time. Shield your code from idiosyncrasies of exchange/vendor time sync." - This...

qlai / cruisecontrol - Question for you guys. During backtesting mode, I was able to sequence the data as per my desire. However for Real Time data collection, my trades are sometimes out of sync (most times by 1 to 500 milliseconds). I am creating my "Trading Indicators" based on 1 second...

Thank you very much - Makes sense. I was just hoping that they provided a disconnect event or an ability to see buffer size at regular intervals. Any how I was able to jump off the Market Data Thread, use multiple threads and resolve the issue.

You can try out quotemedia - it is about $150 / month for 500 symbols. Issue 1: They have some server issues where if you dont consume the data fast enough the server kicks you out. the other problem i experienced is out of sync trades you mentioned in your other thread. Issue 2: They dont...

Thank you very much cruisecontrol, I will try out polygon.io in the next couple of weeks and share my feedback. just wondering why you are switching from iqfeed to polygon. I had tried iqfeed against spryware a few years ago and it was missing data packets to a large extent. Also can they...

i can share my CSV data for a couple of stocks if you would like. However, I have a method to filter backward looking datasets. Are you noticing this a lot with polygon. I have seen this issue "Real Time" with other data cheap (Retail) and expensive (Prop Shop / Quant Firm) vendors as well.

Thank you very very much. I also got in touch with their support and received prompt responses. I will try it out and keep you posted. Question 1 - Do they have Price Data (which is a derivative of Trades that contains Total Volume, trade count etc that happened on an Exchange)? I am okay...

1. Can you kindly share where i can find examples on connecting to them (API is very minimal) 2. Can you listen for Level 1 Quotes and Trades for entire market (approx. 3000 Symbols) for $200 as a non professional trader Thanks for sharing