Eagerly awaiting this implementation with MT, this is exactly what I need. When do you anticipate it'll being possible to subscribe to dxFeed... for MT?
Thx
Data provider for real time tick-by-tick data
- Thread starter Luke_4466
- Start date
Thx
Right now it depends mostly on dxFeed. They have to do some housekeeping things, landing page etc.
Awesome, thank you. Hopefully they don't drag their feet.
I have finally chosen Data provider after several months. In the end, Finage updated their data based on the feedback i provided and i am able to now construct bars i need.
So just to wrap up this thread at least from my side, for Real time tick data for US stocks via websocket, Finage is something that works for me. To clarify again, they updated their data recently and it now includes all exchanges, which it did not before. I would not use them or recommend them before the update.
So just to wrap up this thread at least from my side, for Real time tick data for US stocks via websocket, Finage is something that works for me. To clarify again, they updated their data recently and it now includes all exchanges, which it did not before. I would not use them or recommend them before the update.
dxFeed has been released with Medved Trader (in latest Medved Trader beta).
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Not able to DM you but love to see the API doc if you can share or DM me back (new member restriction). I downloaded the latest beta and exploring options specific feed in the market and this could potentially work for my need. I will share another request once you DM.
From what I understand TOS also gets all of its data from dxFeed. Did you notice differences in the feed from TOS vs dxFeed directly especially as it relates to Options data? There are several fields that TOS doesn't display for its users like condition codes, Message Contents etc. Would love to compare if you have the specs for both.
NOTE: 1) TOS uses a different datafeed from TD Ameritrade's API. 2) dxFeed is not available via MT API. To use it via API, you would need to use their API directly. 3) TD Ameritrade's API spec is available on on their API page: https://developer.tdameritrade.com/
As for dx, we would not be able to to share it. You would need to contact them directly.
As for dx, we would not be able to to share it. You would need to contact them directly.
dxFeed (as far as I can tell) is true tick feed. Every tick comes through. No aggregation at all. IB's feed is aggregated, so if you have 100 trades a second on the exchange, you will only get a few ticks (each one aggregated from several "real" ticks).
dxFeed also allows unlimited number of simultaneous streaming symbols. IB allows 100 (maybe a few more but you have to jump through hoops for that).
dxFeed also allows unlimited number of simultaneous streaming symbols. IB allows 100 (maybe a few more but you have to jump through hoops for that).