IQFeed vs Polygon.io

[Polygon.io]

does polygon have realtime NYSE imbalance data?

We actually do stream real-time NOI data on our websocket service. It's not documented yet as it's pretty new. Just email support for more information about this.

 

[trend2009]

since polygon subscription can take message up to 10 kilobyte each time, which approximately 2000 stock symbols, so can polygon watch whole market of 8000 stocks?

 

[Polygon.io]

since polygon subscription can take message up to 10 kilobyte each time, which approximately 2000 stock symbols, so can polygon watch whole market of 8000 stocks?

Yes, however it may be easier to just subscribe to a wildcard ( eg: T.* ) and just filter out the ones you don't want.

 

[trend2009]

Yes, however it may be easier to just subscribe to a wildcard ( eg: T.* ) and just filter out the ones you don't want.

thanks

 

[traderslair]

IQFeed also has a market snapshot where you get everything in 1 message.

I use it.

 

[trend2009]

IQFeed also has a market snapshot where you get everything in 1 message.

I use it.

i have been using iqfeed for 12 years, never known they have this. where is it? I talked with iqfeed technical support, they gave me market summary webpage. what i want is that I can send a request to Iqfeed at 925am, and iqfeed will return NBBO at that moment for all 8000 US stocks. is that possible?

 

[guru]

i have been using iqfeed for 12 years, never known they have this. where is it? I talked with iqfeed technical support, they gave me market summary webpage. what i want is that I can send a request to Iqfeed at 925am, and iqfeed will return NBBO at that moment for all 8000 US stocks. is that possible?

http://forums.iqfeed.net/index.cfm?page=topic&topicID=5641
http://www.iqfeed.net/dev/api/docs/MarketSummaryviaTCPIP.cfm

 

[trend2009]

IQFeed also has a market snapshot where you get everything in 1 message.

I use it.

http://forums.iqfeed.net/index.cfm?page=topic&topicID=5641
http://www.iqfeed.net/dev/api/docs/MarketSummaryviaTCPIP.cfm

Thank you. Do you use it?

 

[guru]

Thank you. Do you use it?

Myself, I don't. I'm using IQFeed just for a few single names, but also curious about those snapshots, so may test them soon.

 

[virtusa]

IQfeed has big problems the last week. Server crashed. Tens of reconnection failures. I have never seen this before. Today total crash. Cannot login and technical support cannot be reached.
I am thinking of taking another provider. I was happy for several years, but the last week was terrifying and costly.