Questions tagged [feed]
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11 questions
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US Equity Real-time Market Data Feed Pricing
I'm trying to compare the minimum cost of subscribing to primary sources of real-time market data on NYSE and NASDAQ for last sale and level 1 top-of-book quotes.
Use cases are log to files, store ...
- 1,170
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Does anyone have any pproximate idea what it would cost to get a FIX and OUCH connection from NASDAQ
I would like to know how much the exchange fees would be to connect and place orders directly with NASDAQ using one of their third party suppliers or directly. I took a look at the pricing page but it ...
- 1
0
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1
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311
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"J" message type in Nasdaq ITCH Totalview sample file
I am trying to parse the uncompressed file 10302018.NASDAQ_ITCH50 (from ftp://emi.nasdaq.com/ITCH/10302018.NASDAQ_ITCH50.gz).
There is a strange message type "J". The spec (https://www.nasdaqtrader....
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2
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1
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181
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Where can I see the bid stack for FX?
In trading FX binary options on brief tenors like 1 hour, I frequently see the FX price bounce right on the expiry boundary, like hourly or 20 minute boundaries.
I would like to figure out if these ...
- 187
1
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1
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290
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ITCH feed, price executed at different to original order?
I am parsing an ITCH feed (Nasdaq) and I received an Add message (A) for [email protected] on the Ask.
Later I receive an Order Executed message (E), indicating 5 lots of the above order had been filled. No ...
- 610
-1
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2
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91
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Locked/crossed prices in US equities
I'm trying to build a consolidated LOB from several direct feeds.
However, there are many instances in which for a given stock, the bid price in one venue equals or crosses the ask price in a ...
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2
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388
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Where can I get a dependable data stream of stock prices?
I want a dependable stream of second-by-second stock data. I have looked into quantgo, iqFeed and QuantHouse. Quantgo and iqFeed seem decent. QuantHouse with its ultra low latency speeds seems like ...
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5
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1
answer
647
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Availability of TotalView-ITCH data
I am looking for a cheap (< $500) NASDAQ TotalView-ITCH real-time streaming data feed.
Are there any cheap and (relatively) good market vendors out there that offer this? It seems as if the ...
- 51
1
vote
1
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133
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Where can I buy historic raw recording of an exchange
Say I want to buy historically recorded raw feed from an European exchange (say LSE).
Is there a vendor that would sell me this data ?
EDIT: By raw feed I mean the order by order feed (or equivalent) ...
- 1,288
0
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Where can I get real-time equity options quotes for a reasonable price (i am not a company) besides screen scrapping Yahoo! Finance? [duplicate]
Want to have electronic access to equity options quotes in real-time. Is there anyone offering this service to the individual investor for a reasonable price? Again it must be electronic, in other ...
- 117
3
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2
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438
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Data feed that shows individual orders
Does anyone know how I can obtain time and sales data for a stock?
Lots of feeds provide the total volume but I would like to see the breakdown of what buy/sell orders made up the day's volume.
I ...
- 131