who offers a really good data api?

Quote from sprstpd:

RealTick might be an option. However, when I pull up Time&Sales charts or Bid&Ask charts, it only gives me about 4 hours of historical data. It has several days of historical data for intraday bar charts. I wasn't sure what you meant by 1), so I'm not sure RealTick qualifies.
More...

Actually, the Townsend's api bid/ask/trade tick refresh cache is 7 days. Realtick is just Townsend's charting/order entry software and it doesn't necessarily exploit all the features the datafeed has to offer.
 
Thanks everyone for contributing. I'm not a programmer and found the only way I'm going to get my project done is do it myself. Yes, I know I'm completely insane, but that's a different story.

I've looked over some of these links. I came across QuantStudio, which hooks up with other data feeds. But I'm not really sure what QuantStudio does. Can anyone give a brief overview?

What I'm trying to do is conceptually pretty simple: it's just volume profiling, tick by tick, for specific time windows, with a couple of filters. Is this at all possible in something like Quantstudio, or Neoticker or?

Thanks again.
 
Quote from mokwit:

Have you looked at S&P Comstock? Institutional pricing but may have the capabilities as they supply data for linking in to in house systems. One caveat, eSignal uses their data and some of it is problematic - S&P itself rather than eSiganal further processing/servers may be the source of the errors.
More...

I am thinking that Comstock is not a real good choice, QCharts gets data from them and it is problemattical, not sure if Comstock is the problem but they could be.

I have found that all (inexpensive) data feeds are a trial and error thing, you just have to try them. They vary so much, some filter, some don't, some deliver every tick, some deliver a tick only when there is a change, some cover markets you want, some don't, some are reliable, some are not, some are delivered via satellite and some via internet, some have symbol limitations and some don't, etc. it's a real mess out there, hard to find out much without signing up and it is changing all the time.

I knew one guy that tested his sysems on different feeds and used the one that worked best!!

Max
 
Quote from Quack:

So we come to the reason I am holding back on who they are... I may be able to develop a proxy application, that was able to service the feed needs of more than one user, while maintaining just that single account. They are able to handle thousands of symbols at once, so throughput would not be a problem, except from the network connection standpoint. Would anyone be interested in using such an application?

Q
More...

No doubt the exchanges would be very interested since what you are proposing would be a violation of just about every term of their real-time data agreements.
 
Quote from bundlemaker:

Thanks everyone for contributing. I'm not a programmer and found the only way I'm going to get my project done is do it myself. Yes, I know I'm completely insane, but that's a different story.

[...]
More...

Psst bundlemaker,

Don't give away the store!

Be good,
nononsense
 
Quote from FuturesTrader71:

CQG does not release access to an API. This is not something they will change in the near future. It is a part of their business plan, apparently.
More...
This is no longer true. CQG has released an API for their data in addition to some excellent analytical features in their latest version.
 
You must log in or register to reply here.
Back
Top