Real-time tick data source

Question

I am looking for a free real time tick by tick data for training and analyzing and plotting forex charts, but I am searching a lot and I couldn't find any good data feed provider.

Why there is no support or any solution for this problem? Is it costly for companies to provide?

Is it possible to me to gain my needed data directly from the markets?

After a lot of searching I find out maybe it's better to gain my needed data directly from brokers for example sniff the websocket on google chrome (some binary options brokers use websocket for their web based platforms ) and export that data using javascript, or I decided to write some mql code for metatrader to export tick data and use in other place.

The other problem that I am facing is that if use tick data for example from company 'A' it have some differences in ticks and prices in other company 'B' and can make some problems.

Can someone show me a solution or a way or a website that can help me?

Thank you all.

Answer 1

Is it possible to me to gain my needed data directly from the markets?

Yes, and no. If you want executable quotes from one liquidity provider, talk to them (eg. JPFX, Saxo FX, etc.).

If you want bundled executable liquidity, sign up on an ECN (eg. Euronext FX (formerly Fastmatch), Currenex, etc.)

For indicative quotes use an information network, both The Terminal and Eikon provide APIs.

Answer 2

Try AlphaVantage they are good https://www.alphavantage.co/

Answer 3

After a lot of searching I find out maybe it's better to gain my needed data directly from brokers

and

Can someone show me a solution or a way

Here is a one line command line/terminal script to directly download streaming tick data from Oanda, in this case for the EUR_USD pair.

stdbuf -oL -eL curl -s -H "Content-Type: application/json" -H "Authorization: Bearer XXX..." "https://stream-fxtrade.oanda.com/v3/accounts/XXX-XXX-XXXXXX-XXX/pricing/stream?instruments=EUR_USD" | jq --raw-output --unbuffered '[.time, .bids[0].price, .asks[0].price] | @csv' | sed -u 's/["Z]//g' | sed -u 's/[-T:]/,/g' >> ~/path/to/append/to/output

This will directly append to a file the timestamp and bid and ask prices, i.e.

2020,05,07,05,57,12.280265922,1.07898,1.07908

You can change the sed editing if you'd prefer a slightly different format, i.e. to

2020-05-07T05:57:12.280265922Z,1.07898,1.07908

or whatever.

You'll need both Curl and JQ installed on you system (both are FOSS) and stdbuf and the sed editor are a basic on Unix/Linux systems. On Windows, I have no ideas how you might do this, although the general approach is probably similar.

Of course you'll need an account with Oanda to download from, but the actual data download will be free and real time. Change the API call and this may very well work with any broker that offers streaming prices through an API.

Further details on a recent blog post of mine.

Answer 4

Perhaps the following free software may serve you well, provided by courtesy of StrategyQuant. Even though it has not got the whole stock Universe at least it might get you started!

Quant Data Manager - Strategy Quant