dxFeed market data is now in Quantower

[dxFeed]

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Hello traders!

We are happy to announce the successful integration of the dxFeed data feed into Quantower software, a multi-asset, broker-neutral trading platform.

dxFeed now powers Quantower with real-time and historical market data for futures, stocks, and options from CME Group, Cboe, OPRA, Eurex, and Nasdaq with different depth:

• Top of Book (real-time and historical Best Bid, Offer and Last Sale market data, known as Level1)
• Full Market Depth real-time data

Multiple data subscription options aim to increase freedom of choice: Every trader can subscribe to a single market or save costs buying data packages. Prices start from $19 per month.

Through this collaboration, Quantower users will have access to low-latency real-time data on futures, stocks, and options coming directly from the exchanges. The full list of the available subscriptions can be found on the dxFeed Retail portal.

In addition to standard price data, dxFeed provides volume data for every trade, opening up the possibility to use volume analysis functionality in the platform — Volume Profiles, Time Statistics, VWAP, Cluster Chart with imbalances, and Power Trades tool.

Especially valuable is the use of the dxFeed data inside the DOM Surface panel for precise orderflow analysis, as almost every exchange provides full market depth (when a corresponding subscription is used). The DOM Surface panel shows all market actions and liquidity changes in the order book through the Heatmap view.

For those users who trade options, the dxFeed US Stocks options OPRA feed powers the Option Analytics panel where you can create options strategies and analyze risk profiles, measure price values with Greeks, volatility smile, open interest and other data.

TPO Profile, backed by dxFeed historical data, shows the price distribution over time, forming a market profile. This allows us to understand how long the price has been at certain levels and where support and resistance zones have formed.

dxFeed, as a market data vendor, provides only data into the platform. Based on dxFeed real-time data, you can still place orders in Quantower using the Trading Simulator panel. Complete simulation of live trading on real-time data will improve your trading skills. Besides, you will find the Market Replay panel on the platform for manual backtesting of trading systems on historical data.

All these professional features of the Quantower platform powered by dxFeed real-time and historical data will be indispensable for technical and orderflow analysis of futures, stocks, and other assets.

To feed dxFeed market data into your Quantower application*, just create an account, select the necessary exchange, and subscribe to the data.

Subscribe to dxFeed data for Quantower ​

(*) Note: Quantower platform license needs to be ordered directly from Quantower.

 

[qlai]

Full Market Depth real-time data

I only see NASDAQ depth offered?

 

[dxFeed]

I only see NASDAQ depth offered?

Hello qlai,

Market Depth is also available on the corresponding CME Group (CME, CBOT, NYMEX, COMEX) subscriptions. Which exact market are you looking for?

 

[qlai]

Hi Vitaly. I am talking about the rest of US Equities books.

 

[dxFeed]

Hi Vitaly. I am talking about the rest of US Equities books.

qlai, we are also working on adding Cboe EDGX Full Order Depth feed. Please let us know if you need any specific extra market.

 

[qlai]

Hi Vitaly. The thing about full depth books is that you either have all of them or none. I would say ARCA is a must. Nyse Open Book is too expensive but nice to have.

 

[ajcrshr]

Yeah I agree with the above; you need to have all the depth books to make it useful. At least NASDAQ, EDGX, ARCA, BATS and ideally all. NASDAQ alone is probably only like 40% of the book on most.

 

[dxFeed]

Dear traders!

dxFeed is pleased to announce the extended availability of historical market data for individual traders. Quantower is the first trading platform in the dxFeed retail partnership network that supports this update. New dxFeed historical market data depth for individual traders includes:

• Every tick data going back two years
• 1-minute aggregates going back up to five years
• 1-hour aggregates going back up to five years
• Day aggregates: all available*

“We have received a large number of requests from our individual customers about the need to deepen the market data available in the dxFeed network, Dmitrii Parilov, Managing Director of dxFeed. “This data is used to predict price trends and calculate market risk for investment portfolios that an individual or institutional investor may own. And dxFeed is happy to satisfy the customers and even surpass the available offers on the market with this new feature.”

The depth of historical market data access doesn't affect provision speed, which is uniformly operational for all data resolutions. This is possible thanks to dxFeed’s development of the historical data transfer protocol, which uses a compressed factor technique to parse, index and store data in the proprietary Compressed Data Format (CDF). The algorithm gives compression from eight to 40 times. This feature is critical for fast access to large amounts of historical data.

“Good market data depth is quite standard and available in the B2B world. But not for individual traders,” said Alex Bogdan, CEO of Quantower. “There is a crucial number of those who need access to deep historical market data among our clients. We are glad, dxFeed is able to offer us quality and depth of market data that is superior to other offerings on the market. We believe our customers will value it.”

(*) Note: Historical market data depth may vary depending on the exchange.

 

[dxFeed]

New Analytical Screener powered by dxFeed data is now available via Quantower

The Analytical Screener allows you to narrow down wide lists of stocks and ETFs to find the most suitable instruments for your trading strategy. Based on the dxFeed scanning engine, the auto-scanning mechanism updates the symbol list of the major US exchanges - Nasdaq, NYSE, ARCA and others, according to the selected parameters at a specified time interval.

The 125 different filter parameters of the dxFeed screener allow not only to reduce the list of the most extensive cap stocks, but also to filter a list of instruments by volume, price changes, and technical indicators. This helps eliminate the risk of missing essential information and shows the most relevant instruments based on the given criteria. The parameters are divided into six categories:

1. Technical indicators. Search stocks based on technical analysis or the most popular indicators such as EMA, Pivot, RSI, ATR, Gap, Bollinger Bands etc.
2. Price. Search companies based on price parameters, such as OHLC, price change for the previous day or several prior days, or Day VWAP.
3. Volume. Filter stocks by current or average trading volume.
4. Fundamental. Filter stocks by market capitalization, sector type, dividend yield, or P/E.
5. Descriptive. Search companies by the listing exchange (NYSE, ARCA, etc.).
6. Volatility. Search stocks with certain levels of trading volatility.

Get the dxFeed Scanner subscription for just $9 (regular price $19) to see the most relevant instrument right now. This promo will be valid till September 4, 2021.

Starting now, the Screener panel is available for free to all Quantower traders till October 1, 2021. Learn more about Quantower Stock Screener in the blog post.

 

[dxFeed]

Dear traders,

dxFeed is happy to inform you that we’ve extended our Quantower offering with multiple long-awaited Indices subscriptions:

• Cboe Indices (CSMI) - provides Level 1 real-time and historical data on more than 400 Global indices from Cboe (formerly known as CSMI) including indices like S&P 500 Index (SPX), CBOE Volatility S&P 500 Index (VIX), CBOE Russell 2000 Volatility Index (RVX) and others.
  
  
• Nasdaq Global Indices - provides Level 1 real-time and historical data on more than 45 000 Global indices from Nasdaq (GIDS) including Nasdaq Composite Index ($COMP), Nasdaq-100 Index (NDX), NASDAQ Biotechnology Index (NBI), and others.
  
  
• Dow Jones Indices - provides Level 1 real-time and historical data on more than 1000 Dow Jones indices from S&P Global agency including the Dow Jones Industrial Average Index ($DJI), a variety of Dow Jones Commodity Indexes ($DJCIPMP, $DJCIAMC) and others.
  
  
• S&P Indices - provides Level 1 real-time and historical data on more than 4500 S&P indices from the S&P Global agency including S&P 500 Index ($SP500), S&P EUROPE 350 Index ($SPE350), S&P/TOPIX 150 Index ($SPTOPIX) and others.

Subscription prices start as low as $15!
Get your Index subscription at get.dxfeed.com now!​