linux - datafeed

[Tcl]

Its been a while since I looked into this
last time i checked the only two reasonable options for individual traders
for a datafeed to run on linux were

• iqfeed (via wine)
• activetick

at the time, ativetick had mostly negative reviews and they seem to be a very small company/team, and you cant really build something with much confidence around a company you know can just close doors any time

as for iqfeed, you had use wine ... which is not optimal, and they dont seem interested in supporting linux beyond that

so did any other reliable player emerge, that is priced for individual trader (i.e. ~50 USD/month)?
if you made a suggestion please add their avg price

 

[mangolassi]

My question is... why do you want to limit yourself to Linux when you can install Windows on a partition in order to trade on? Do you have some sort of Linux-based software algorithms that require you to be running Linux?

 

[jjw]

Its been a while since I looked into this
last time i checked the only two reasonable options for individual traders
for a datafeed to run on linux were

• iqfeed (via wine)
• activetick

at the time, ativetick had mostly negative reviews and they seem to be a very small company/team, and you cant really build something with much confidence around a company you know can just close doors any time

as for iqfeed, you had use wine ... which is not optimal, and they dont seem interested in supporting linux beyond that

so did any other reliable player emerge, that is priced for individual trader (i.e. ~50 USD/month)?
if you made a suggestion please add their avg price

My question is... why do you want to limit yourself to Linux when you can install Windows on a partition in order to trade on? Do you have some sort of Linux-based software algorithms that require you to be running Linux?

Market data from Rithmic is available for programs written for Linux, Windows and MacOS.

 

[IAS_LLC]

Market data from Rithmic is available for programs written for Linux, Windows and MacOS.

I think Rithmic is your best bang for buck. Since you are running Linux, I assume you are wanting to connect via API. From what I've seen, most FCMs charge about $100/mnth for the Rithmic API

 

[activetick]

@Tcl You are welcome to give ActiveTick Market Data API services a try. Our company has been providing solutions to individual traders since 2009.

 

[Occam]

You could also consider using Wine or a VM to run a Windows-based quote system (although not without some serious testing).

For example, I've used NxCore under Wine in production for several years, and most (if not all) of the incompatibilities I've seen have been cosmetic (esp. with the GUI acting strangely, which isn't a serious problem as you really don't even need to use it once it's set up); I've never seen Wine cause any errors in the data itself.

 

[IAS_LLC]

You could also consider using Wine or a VM to run a Windows-based quote system (although not without some serious testing).

For example, I've used NxCore under Wine in production for several years, and most (if not all) of the incompatibilities I've seen have been cosmetic (esp. with the GUI acting strangely, which isn't a serious problem as you really don't even need to use it once it's set up); I've never seen Wine cause any errors in the data itself.

I also use Wine and NxCore API for processing Historical Data in my linux ATS. I haven't seen any functionality issues, but there is definitely an execution speed hit for me when I do it this way. It runs substantially faster for when I run it in native windows...but this might be specific to my system.

 

[cjbuckley4]

You've received some very good suggestions already. If you're gonna stick with Linux, I recommend the same. I just want to say that I've gone down this "insist on Linux" road and ultimately, it's just more work with these datafeeds. I'm not going to respond to any kind of flame wars here...I like Linux. I'm just saying it's more work than it's worth for retail feeds. It's not like you need a realtime OS or Berkeley sockets or anything like that for these retail feeds. They abstract everything that running Linux would do for you away anyway. If you want to make your life easy, forget the performance stuff and just implement the interfaces they ship with in C# and you're pretty much rolling.

 

[Tcl]

My question is... why do you want to limit yourself to Linux when you can install Windows on a partition in order to trade on? Do you have some sort of Linux-based software algorithms that require you to be running Linux?

The quick answer to why linux, is simply because I am more familiar with linux as a development environment and my personal computer runs linux

So using linux isnt really a hard requirement, its just for convenience, and I thought I'd ask

I am mostly a Perl guy, but currently I am spending more time on R and Java/Clojure
and the database I used was Postgresql or sqlite
All of these tools run fine on windows

So the linux requirement is really just for convenience

 

[Tcl]

Market data from Rithmic is available for programs written for Linux, Windows and MacOS.

Thanks for the suggestion, but rithmic doesnt seem to support NASDAQ or NYSE or am I missing something?