Thank you for making that clear. Does the dxfeed include Level 2?
Data provider for real time tick-by-tick data
- Thread starter Luke_4466
- Start date
To add to Jerry's reply... For US stocks, dxFeed has 3 "depth" options:
1. EDGX depth
2. Nasdaq TotalView depth
3. The BBO depth view - that is, the best bid/ask on 10 or so different exchanges. That just comes with a CTAUTP feed subscription
the price for the Level I quotes is $49 through MT:
https://medvedtrader.com/dxfeed
not sure what "using an API" would mean - through MT API, you cannot use dxFeed. As for directly, that I don't know.
https://medvedtrader.com/dxfeed
not sure what "using an API" would mean - through MT API, you cannot use dxFeed. As for directly, that I don't know.
API means that you receive the raw quotes only. The opposite is Display qoutes where an application, either provided by the quotes vendor or some other well known company (i.e. not a custom app), receives the quotes and displays it on a screen. Some quote vendor charge more for the raw (API) quotes.
dxFeed provides data, AFAIU, to applications, and for each application the subscription is separate. So, for example, if you subscribe to dxFeed for MedvedTrader, you yourself won't be able to connect to the API. Thus:
1. Contact dxFeed and see if they will give you a subscription for yourself
2. Ask them about the non-display pricing. There was a lot of discussion of non-display quotes pricing on elitetrader, and I am still not sure whether separate non-display fees apply to non-professionals.
Yes I have seen the discussions. I especially noted the one from Robert Morse that stated that the is always supposed to be higher pricing for non-display quotes, but that many vendors and brokers ignore the rule.
I had contacted dxFeed a while ago for specs and they just flat out denied my request. Asked me to subscribe through approved apps and that having subscription for one app is different for another, like you have to pay twice if you want subs for Bookmap and ATAS. That is a load of crap IMO. It's one thing to only allow one live feed at a time and another to stifle feeds per software.
This is what prompted me to register here and communicate with the Medved folks as I thought I might get a workaround to get access to dxFeed via pass through API. But pretty sure they have been asked to not allow it.
Anyways I was looking at Medved API and even if they had allowed a pass through it wouldn't have served my purpose. Seems it is a very limited set of endpoints and mostly stock oriented and I was looking for Options related fields in dxFeed. There don't seem to be any good tools that plot options volume like stock volume, so I wanted to build my own.
This is what prompted me to register here and communicate with the Medved folks as I thought I might get a workaround to get access to dxFeed via pass through API. But pretty sure they have been asked to not allow it.
Anyways I was looking at Medved API and even if they had allowed a pass through it wouldn't have served my purpose. Seems it is a very limited set of endpoints and mostly stock oriented and I was looking for Options related fields in dxFeed. There don't seem to be any good tools that plot options volume like stock volume, so I wanted to build my own.
tifoj, have you looked at IQFeed? As for the API in MT - were you looking at the streaming API or HTTP API - because if it was the streaming API, I am not sure what features you are not finding for options (and if you can drop me a note on the support email about what you think is missing, I will see if I can add it).