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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
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5 Answers

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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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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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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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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