Data provider for real time tick-by-tick data

lovefxspot said:
you need true tick-by-tick provider...there are only two choices for retail trader - Activetick & Nanex. they get raw data from SIPs and can subscribe by venue. Activetick is not reliable but when it works its pretty good.

Don't use IQFeed or Polygon. they send their own composite feed. In other words prices are filtered by their rules, not tick-by-tick.

I am using pico which is approved extranet provider for CTA and UTP. very reliable but expensive.
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Thanks for reply. Good to hear there are solutions which provide actual tick data. I would be also interested to hear what is the pricing on Pico data.
 
... or you could sign up with dxFeed. Still a tick feed, but a lot less (not sure how much though, you'd have to talk to them).
 
Have you checked out algoseek or EODHistoricalData? The former has tick data from 2007 to the present, while the latter has 1000/minute API call limit, with packages below $100/month.
 
lovefxspot said:
its about 6-8k per month including a dedicated colo in ny4.
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heh, thats slightly out of my budget right now :) But thanks for letting me know the pricing. I am currently testing dxFeed, its about 10 times cheaper, but i first have to see what the real time data are like. Will post update once i look into it.
 
Luke_4466 said:
heh, thats slightly out of my budget right now :) But thanks for letting me know the pricing. I am currently testing dxFeed, its about 10 times cheaper, but i first have to see what the real time data are like. Will post update once i look into it.
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do let us know if dxfeed is true bbo
 
I am wrapping up implementation of dxFeed in Medved Trader. Yes, CTAUTP subsription to dxFeed will send you true BBO.

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