Data feed for intraday market scanner every 60 seconds

[ZBZB]

www.marketxls.com have 20% off if you use save20 when checking out.

 

[thecoder]

I think www.worldtradingdata.com would be best for the OP as no need to use excel as it is an API. It says 500 real time quotes per request on the main page.

Yeah, their offer looks interesting, and I've contacted them yesterday via email, no reply yet. Oh btw, their web contact formular(s) are all buggy, giving errors.

 

[thecoder]

www.marketxls.com have 20% off if you use save20 when checking out.

Thx, but, I don't use Excel, I need platform and program independent raw data (ie. as CSV, JSON, or binary) as a regular file-download every minute (ie. snapshot), preferably compressed as zip etc. to save bandwidth and download time.
I'm using the programming languages C and C++.

 

[ZBZB]

Looking at an Excel solution led to www.worldtradingdata.com API. Click like on my posts.

 

[qlai]

If we assume about 100 bytes per record then this makes about 6 GB/month (about 300 MB per trading day).

Are you calculating this because you will be running off the cloud?

 

[thecoder]

Are you calculating this because you will be running off the cloud?

Nope, rather from the data vendor's point of view; capacity, bandwidth, timing, number of clients to serve etc.

 

[qlai]

from the data vendor's point of view

Why do you care about the data vendor's capacity?

 

[thecoder]

The calculations show that such market data vendors don't have to transfer that much data than say TV streaming companies, yet the data vendors are much more expensive, that's illogical, IMO.

 

[ZBZB]

The calculations show that such market data vendors don't have to transfer that much data than say TV streaming companies, yet the data vendors are much more expensive, that's illogical, IMO.

The streaming companies may use IP multicast.

 

[qlai]

Not sure if you can compare it like that, but you bring up a good point ... if you are going to hit the data vendor for 8k symbols every minute, I assume they will either tell you to f#%! off or you will have so many failed requests it will become unusable. I don't think you have any options other than get streaming data.