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I am dealing with a strategy that is not high-frequency based.

The strategy consumes normalized data from Bloomberg and Reuters.

For US equity market, can someone recommend some real-time data sources - other than Bloomberg/Reuters/IB - that are known to be reliable?

By the way, subscription cost is not an issue.

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  • $\begingroup$ This post is dedicated to market data source. You should find your answer there. $\endgroup$
    – SRKX
    Dec 25, 2012 at 23:52
  • $\begingroup$ I am aware of that post. I require, real-time market data, which in my case is not tied to latency. The post you are referring to refers to historical data. $\endgroup$
    – user3497
    Dec 25, 2012 at 23:55
  • $\begingroup$ Ok I removed my vote. It wasn't clear for me. Nothing in the question indicated real-time data before your edit (which mentions it in the title only btw). $\endgroup$
    – SRKX
    Dec 25, 2012 at 23:57
  • $\begingroup$ True. I added that in my description. Thanks. $\endgroup$
    – user3497
    Dec 26, 2012 at 0:01
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    $\begingroup$ Please take time when you write your question, make sure it is complete, do a bit of formatting (as I did just now) and avoid acronyms like "HF" to make it understandable for all users. $\endgroup$
    – SRKX
    Dec 26, 2012 at 0:11

6 Answers 6

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What sources?

What about:

  • CQG
  • Telvent DTN
  • NXCore (though it caters to high frequency trading)
  • Esignal
  • Kinetick
  • all direct exchange feeds
  • all direct alternative venue feeds
  • various otc fx feeds

Those are that come to mind for now. Please be aware the quality of the data and API design varies widely among the ones I mentioned.

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I used to work in a hedge fund who was using different software from Sungard.

We use one of their software which had an embedded data stream for live trading purposes, but I think there is a product in which you might be more interested: MarketMap.

MarketMap has a whole UI and different tools for analysis, but I think you're looking for something you can also access from an API. You'll have to contact Sungard about that, but I remember that MarketMap was not very expensive and quite good.

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This Excel addin is rather simplistic, but its free and easy, I use it privately in Excel: https://pmstockquote.codeplex.com/

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We have used TradingPhysics and been happy with them. They offer a variety of feeds from bars to full orderbook data. The also offer futures, options, consolidated orderbook, etc...

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If you trade on the US equity market, one option is to subscribe right to the market data services of NYSE Euronext.

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Check out Barchart Ondemand, they just released a Free market data api and they offer real-time and delayed market data apis... I would test out their api http://freemarketdataapi.barchartondemand.com before. I'm currently using it and its very easy to use.

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  • $\begingroup$ Those quotes appear to be the typical historical only data, ie atleast 15 minutes delayed. So I'm guessing this answer is invalid given the Real time constraint put on this question. $\endgroup$
    – chollida
    Jun 17, 2015 at 18:16
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    $\begingroup$ @chollida I too only see delayed data. But because it's an answer that seems wrong and these guidelines I'm not going to delete it. $\endgroup$
    – Bob Jansen
    Jun 17, 2015 at 19:31

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