live data feed + historical options data

D

diseasex

Hi people, I haven't posted much lately, busy trading.
I'm a dev and looking to write an algo trader . Backtested couple of simple formulas on optionstack and it looks promising with reverse gamma scalping EOD data etc but I want to write something more sophisticated and with tick by tick data rather than EOD

I'm looking to buy historical data but as well live feed to raise signals so that the algo can place orders on IB .
Can someone recommend some providers that would ideally provide both historical and live stream of data?

I know this topic was answered but last posts I was able to google were from 2012 etc, and maybe theres something new on the market rather than limited IB or activeTick?

I'm looking to write backtester and then use the same algo to trade against live data.
 
stockwatch have both eod
data on all exchanges and options
and intraday data.
I use python to get data minute by minute and
produces portfolios of momo trades right now.
could add the api to trade through medved trader.
 
is it hard to program against stockwatch? this is another thing, if i have to spent days on developing simple things thats counterintuitive too as I'll be working on it solo
I'll have a look!
 
The following vendors have a quality and clear intraday tickdata, I think they have the exact sort of data API's that might be interested in:
Algoseek.com: Their team comes from a HFT background, they offer institutional historical intraday market data back to 2007 for the US equities, Futures and Options. They have tick 1 sec, 1 min and 5 min OHLC bars. They also have very simple API for easier accessibility.

Tickdata.com: They offer intraday data from 2004 with consolidated tape that dates back from 1993. They have tick and bar data with 1 sec, 1 min and 5 min OHLC. They have high quality data but the downside is, their data is very expensive.

Polygon.io: polygon offers real-time and historical data on stocks, crypto and forex.
 
diseasex said:
Hi people, I haven't posted much lately, busy trading.
I'm a dev and looking to write an algo trader . Backtested couple of simple formulas on optionstack and it looks promising with reverse gamma scalping EOD data etc but I want to write something more sophisticated and with tick by tick data rather than EOD

I'm looking to buy historical data but as well live feed to raise signals so that the algo can place orders on IB .
Can someone recommend some providers that would ideally provide both historical and live stream of data?

I know this topic was answered but last posts I was able to google were from 2012 etc, and maybe theres something new on the market rather than limited IB or activeTick?

I'm looking to write backtester and then use the same algo to trade against live data.
More...
diseasex
ORATS has 2-minute snapshots of options bid-asks. We also offer a backtester with near EOD delta hedging. https://info.orats.com/quotes for more information or email me.
 
TD ameritrade (0 commissions) thinkorswim has a great API that i now use to get credit iron butterfly spreads every 15 minutes. Works great. Max is 120 calls let minute. Return is json so easy to unpack. can then trade the options or socks with the api. used with python3.5 and pycharm
 
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