APIs for real time futures data

[dee99]

Hi, newbie here, wonder if anyone can help me.

I'm trying to find a good provider of real-time tick-by-tick data for US index futures (eg, CME Group). I want good latency (<1 second), and preferably a programming language agnostic API (so should be REST based, or ideally websocket). Better if it has level2 data also. This is for home trading use, so has to be at reasonable budget.

My aim is to obtain this data and feed into my intraday trading indicators, which I will write in either C++ or Python language.

I've looked at https://intrinio.com/ but they don't offer US futures for retail user. I've looked at IB TWS API, but I find it too tied to their desktop gateway (ultimately I want to run my codes on the cloud). I've heard about IQFeed, but can't find any documentation on what their API looks like, nor any examples -- does anyone use it?

Are there any other providers I should consider? Or other suggestions to solve my needs?

Thanks

 

[ZBZB]

The iqfeed API documentation used to be $200. You can get an account directly from TT for $50 a month then add brokerage later. They have an API that is colacted in the CME data center. The API may be more than $50, ask them. https://www.tradingtechnologies.com/

 

[magnetic]

Check dxfeed https://www.dxfeed.com/dxfeed-apis/

activetick https://www.activetick.com/activetick/contents/MarketDataServicesPricing.aspx

 

[RedDuke]

kinetick with ninajtrader. i also use iqfeed as backup.

 

[nooby_mcnoob]

I want good latency (<1 second), and preferably a programming language agnostic API (so should be REST based, or ideally websocket).

These two requirements are mutually exclusive, although I initially read your "good latency" as < 1ms. WebSockets are extremely, extremely slow.

 

[traderslair]

Just get DTN/IQFeed

 

[ZBZB]

TT is a datafeed/api and order routing to a broker collocated at the CME and could be cheaper than iqfeed.

 

[2rosy]

you can get data directly from the cme. no need to hop
https://www.cmegroup.com/market-data.html/

 

[HobbyTrading]

I've looked at IB TWS API, but I find it too tied to their desktop gateway (ultimately I want to run my codes on the cloud).

For what it is worth: you can run IB in the cloud by using their Gateway (not TWS), which is their lightweight interface without GUI.

 

[patrickrooney]

TT is a datafeed/api and order routing to a broker collocated at the CME and could be cheaper than iqfeed.

Here's a link to TT API info: https://www.tradingtechnologies.com/trading/apis/