How Reliable is IQFeed Exactly?

[trend2009]

I think IQFeed has some of that data too for a lot cheaper than Algoseek, but unfortunately their historical NBBO data is only reported when a trade occurs and only goes back 6 months. I say "I think" bc it's the best I can glean with their API documentation annoyingly behind a $444 developer paywall (why?).

Algoseek does offer a cheaper option of "renting" the data using QuantGo, but with a one year minimum you're still running $2k+ and that doesn't come with live data.

any way to download IB nbbo historical data?

 

[pragmatic-trader]

I like what you provide. will subscribe to your service in the future. currently I can not find examples how to use your service in c++/c.

They provide a websocket endpoint which you can connect to with any language. I'm sure C++ has many websocket client libraries you can choose from.

 

[ryanjt]

Data provider is Polygon. I feel bad because they seem like small startup that's trying hard and are generally pretty responsive, but their greenness shows. Maybe their trying to roll out new features too fast, but their code clearly lacks tests.

I had the same impression, I liked the support and the clean API design, but v frustrating when the data had issues like large gaps and duplicates.

 

[dadainnyc]

I had the same impression, I liked the support and the clean API design, but v frustrating when the data had issues like large gaps and duplicates.

and every time I find some issues in their historical quote endpoint that funny support guy (jack?)always says "its some backfill issue and it'll be fixed soon". but it never gets fixed...