Cheap streaming Futures data?

[jarjar]

Does anyone know where you can get JUST streaming futures data (CMEGROUP, US futures) for a reasonable price?

IB does not work because they don't have timestamps on their ticks. Also their historical data is often 10 seconds delayed.

Ideally it would be a platform like IQFeed that allows only futures. It would have timestamps on the ticks, and perhaps even allow streaming intervals like 1min (which IB does not).

 

[CBC]

Kinetick is the Cheapest I'm sure, plus u get unlimited historical data I think.

 

[jarjar]

Kinetick is the Cheapest I'm sure, plus u get unlimited historical data I think.

Do you know if they have an API?

 

[jarjar]

Do you know if they have an API?

They don't have a public API, I mean that does not mean they have NO API, it would only present an annoyance factor.

Also it does not seem that cheap, just to get ES its :

• Kinetick Basic Service - $55
• CME E-mini - $46 (ES)
  
  Already almost $100, I think IQFeed for 60-70$ offers all futures.

 

[i am nobody]

Already almost $100, I think IQFeed for 60-70$ offers all futures.

IQfeed is over $1400 a year. Only for ES.

 

[jarjar]

IQfeed is over $1400 a year. Only for ES.

I think that's NxCore. I had IQFeed trial, I was getting streaming ticks for ES. All I had to do was continue the subscription, but I decided to just use IB data, after spending days parsing their "professional" protocol, I realize the data is severely delayed, arguably inconsistent, and if you accidentally send a request too many you get blocked for 5-10 min.

 

[Fonz]

http://www.iqfeed.net/calculator/calculator.cfm?partnerid=4012
This is the IQfeed calculator. You will be able to know the exact price of what you need.

 

[shortskirt]

I think that's NxCore. I had IQFeed trial, I was getting streaming ticks for ES. All I had to do was continue the subscription, but I decided to just use IB data, after spending days parsing their "professional" protocol, I realize the data is severely delayed, arguably inconsistent, and if you accidentally send a request too many you get blocked for 5-10 min.

Nanex is even more expensive that IQFeed. Also if you want access to the IQFeed API you will have to pay the ~$400/year developer fee in addition to the market data fees which will run you at least $120/month for something basic like the CME E-Mini package.

So to answer your original question it really depends on what a reasonable price is to you. I don't think you will find anything for under ~$150/month incl. API access. If you want professional grade feeds then more like $500/month.

 

[victorycountry]

thomson reuters tick history ... in my uni, all finance research students have free access; if you're a finance student, I am sure you have access to the database

 

[Metamega]

http://www.iqfeed.net/index.cfm?displayaction=data&section=feewaiver

IQfeed futures exchange fees can be lowered if you meet the criteria. From what I have read you need to have a supported platform that allows you to trade from it and have a funded futures traded account to get the fee waivers.

But like the above said, the API does have a yearly subscription of 400$.