Polygon.io
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That was before we started getting data directly from the exchanges. It's now ~4x faster ( 20-30ms ) from the SIP timestamp to the time a client receives the data ( on including geographic latency, we are in NJ ).
tinker only for eodWww.worldtradingdata.com and www.tiingo.com are other data feeds.
That was before we started getting data directly from the exchanges. It's now ~4x faster ( 20-30ms ) from the SIP timestamp to the time a client receives the data ( on including geographic latency, we are in NJ ).
I've been researching/comparing data providers to replace WorldTradingData.
My code was set up around the ability in WorldTradingData to request live quotes, 200 symbols at a time. I'd start with a list of 1000 or so with the volume and price criteria I needed, and do periodic updates on the ones I'm watching. Many providers only support either 1 symbol at a time, or their data limits make it either slow or expensive to run this way.
Anyone know of a provider that would work for this? I see Polygon has a "snapshot" endpoint that sounds like it's a large dump of all stock symbols, but not 100% sure if that's what it is.
Yes, the snapshot feature allows you to see all tickers bid/ask, last trade, previous day OHLC, and the last minutes OHLC. We do not limit API calls or ticker symbols, so you can poll this every few seconds throughout the day to stay in sync.I've been researching/comparing data providers to replace WorldTradingData.
My code was set up around the ability in WorldTradingData to request live quotes, 200 symbols at a time. I'd start with a list of 1000 or so with the volume and price criteria I needed, and do periodic updates on the ones I'm watching. Many providers only support either 1 symbol at a time, or their data limits make it either slow or expensive to run this way.
Anyone know of a provider that would work for this? I see Polygon has a "snapshot" endpoint that sounds like it's a large dump of all stock symbols, but not 100% sure if that's what it is.
We hope you give our platform a test drive. We offer 7day free trial to play around and see if it will fit your needs. If there is something we dont cover, we always appreciate feedback on how to make the product better. Take care!i am using iqfeed, but they only give 500 symbols, you need to pay more to go over 500. around 2000 symbols, you need to pay 500 dollars /month. polygon is all market equity data, which i like, but I do not have time to code unless i am sure it is good enough.
does polygon have realtime NYSE imbalance data?We hope you give our platform a test drive. We offer 7day free trial to play around and see if it will fit your needs. If there is something we dont cover, we always appreciate feedback on how to make the product better. Take care!