datafeed for 10 000 or more snapshots or realtime subscription

M

Mirkou

Hello,
I learned that a datafeed can provide snapshot (this is the last trade info on bid or ask) or real tick data.

As I want to scan the market snapshots are more important to me but I could work with ticks either.

I am looking for a datafeed to provide a high number of similtanious snapshot or ticks over different options (10 000 or even better 1 Mio. single options). Even if a provider would be able to provide snapshots in a very fast sequential way it would help me because I could ask for each option after each other, for example ask for 5000 in one second and for 5000 different in the next second.

Some time ago I had X_trader pro but I have not tested if it can provide so many simultanious datafeed over a high number of instruments.

Can somebody give me a recommendation for a provider who can do this?

PS: I am aware that this could cost some money.
 
If you're talking about US markets, Nanex NxCore can do this with ease, but will cost you something in the low $1000's per month (requiring a 1 year minimum commitment, too, maybe?). It is a full tick feed for either the NBBO or full OPRA, and you need to use one of their API's to access the data (although they may have an Excel DDE or whatever as well). If you tell their sales guys what you want, they are very helpful and can give you a price and a demo.

 
IDC plusfeed might also be one to investigate. Institutional pricing and likely API capabilities.

You could try 4x 2500 symbol eSignal subscriptions.........................
 
Occam said:
If you're talking about US markets, Nanex NxCore can do this with ease, but will cost you something in the low $1000's per month (requiring a 1 year minimum commitment, too, maybe?). It is a full tick feed for either the NBBO or full OPRA, and you need to use one of their API's to access the data (although they may have an Excel DDE or whatever as well). If you tell their sales guys what you want, they are very helpful and can give you a price and a demo.

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+1 For NxCore. I recently started working with them and have been very pleased thus far. Their c++ API is very intuitive and easy to use. The only thing I dont like about their real time service is the 1yr commitment. Their services are pricey, but I dont know of a better value elswhere. One other downside is their API is tied to the Windows OS, so I have to use WINE to get it to work with my unix based ATS
 
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