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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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This post is dedicated to market data source. You should find your answer there. – SRKX Dec 25 '12 at 23:52
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. – user3497 Dec 25 '12 at 23:55
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). – SRKX Dec 25 '12 at 23:57
True. I added that in my description. Thanks. – user3497 Dec 26 '12 at 0:01
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. – SRKX Dec 26 '12 at 0:11

6 Answers 6

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 before. I'm currently using it and its very easy to use.

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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. – chollida Jun 17 at 18:16
@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. – Bob Jansen Jun 17 at 19:31

This Excel addin is rather simplistic, but its free and easy, I use it privately in Excel:

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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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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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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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