Data feed for intraday market scanner every 60 seconds

[thecoder]

The streaming companies may use IP multicast.

I wonder why the ISPs don't offer such market data as there is enough demand avail, and they can use multicast for it...

 

[thecoder]

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.

They could make the minute data (snapshot) available in zipped minute-files on their web-server, downloadable by paying customers (API-key), and regulating via # of downloads per user etc...

 

[Mnewton]

I use stockwatch or iqfeed with a scanner i wrote in Python.
Scans 300 stocks in 6 portfolios in medved trader.
Could do 600 stocks but select top 300 from nasdaq nyse daily download.
Updates a portfolio every minute and an page at www.Proptrader.Com.
Works well , gives me up to 10 top stocks that are moving up and down.

 

[anrig]

For all those interested in building up a database from received feeds.
The latest Deriscope version is capable of acquiring feeds from the designated provider (Yahoo, IEX, World Trading Data, Alpha Vantage, etc) in the background with a frequency as high as 1 quote per ticker per second and automatically storing the received feeds in a designated text file.
Simply install the addin and start Excel. Then click on the Tools button of the Deriscope taskpane and select the item "Insert Function" followed by "Live Feeds" followed by "Store Feeds in File".

 

[Vivaan Reyansh]

Algoseek.com offers easy to use APIs for such data in depth data sets, they have focussed more on institutional intraday data sets, they have tick, 1 sec, 1 min and 5 min OHLC bars on equities, options on equities, indexes, futures, ETNs and ETFS. Their data goes way back to 2007.