Another thread on real-time data / API solutions

[johnelite]

Try calling Barcharts...they provide real-time data at quite competitive prices if you negotiate with them.

Nanex is a great feed but has their own way of doing things. The NXCore.dll will only run on windows. People working with Nanex tend to be software developers.

 

[MarcG]

Try calling Barcharts...they provide real-time data at quite competitive prices if you negotiate with them.

Nanex is a great feed but has their own way of doing things. The NXCore.dll will only run on windows. People working with Nanex tend to be software developers.

Sadly I can't share your experience here. I got a non competitive and very expensive offer from Barcharts.
And you can use NxCore on Linux using WINE without any problems and quite good performance.
In case you want to use Nanex you need to code a little but isn't this the way with any other feed?

 

[birzos]

Do know a group of companies that have all the underlying tech they use internally but haven't pulled it in to a product, it's fed out to a fund. Currently using a forex system that was internally developed pulling down 1million datapoints per day in to SQL, processing in to OHLC, and then run strategies over it as a proof of concept before pushing out to quants, faster development cycle. If there are any requirements can see what they can do, the architects used to work for banks and oil company trading desks, they can usually whisk something up overnight if there's a need.