Search results

I also checked the free IEX API dev-kit - from IEX themselves, and it does have LULD tiers queriable (LULDTierIndicator), but apparently not the actual bands.

OK the word I got back from Intrinio is they offer feeds that include LULD but they are enterprise feeds and start at $3K per month.

Is it possible for a non-professional/non-financial-firm to subscribe to the SIPs? Googling about this showed some articles claiming that there is (by intent) a low cost tier for individual investors to themselves subscribe to the SIPs, but I could not find any pathway to actually doing it.

Intrinio who I use mentions the LULD price bands in the description of their Nasdaq RTQ product but the API docs do not. I sent them a message about it but based on their docs I do not see it.

Cool. I was thinking of trying to calculate it but there is so much to go wrong with that approach. I can try to calculate the mean of the prices from my data source but it will likely differ from what the exchange determines.

I have been using the Intrinio Nasdaq/QUODD basic real time websocket product for my Lightspeed API data source and have been pretty happy with it. $75/month. They also offer some even lower priced feeds but the data is a lot thinner.

Not interested in post-halt data. Also I did mention price in my question so just assume I am only talking about price related halts. I need to anticipate circuit-breaker halts as I do not want to hold through a halt. So I am looking for a data feed that can give me data on where in the price...

I'm looking for a data feed where I can subscribe to real time quotes for an equity and get the current predicted halt price level along with each quote. Does this exist? I see halt prices floating up in level 2 sometimes, so I am wondering how I can make this data point visible to my code.