Databento
Sponsor
Our service will come out of stealth mode in a few weeks and cover your use case. We provide the full exchange (i.e. all symbols) without any limit. For example, this comes round to about 500k+ symbols on CME including all options and spreads across all expirations; around 8,000 to 10,000+ symbols on equities venues.
If you prefer not to stream every symbol at once, our API and protocol also take an optimal parameter that lets you specify any arbitrary combination of symbols up to 1,000 in a single request.
On my MacBook Air, our Python client does historical full order book replay for every symbol on a single exchange at about 130k events per second.
If you need something right now, Activ, Celoxica, Exegy and QuantHouse are widely recommended, in no particular sequence.
If you prefer not to stream every symbol at once, our API and protocol also take an optimal parameter that lets you specify any arbitrary combination of symbols up to 1,000 in a single request.
On my MacBook Air, our Python client does historical full order book replay for every symbol on a single exchange at about 130k events per second.
If you need something right now, Activ, Celoxica, Exegy and QuantHouse are widely recommended, in no particular sequence.
