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3 votes

Where can I get a dependable data stream of stock prices?

Cheap, accurate, fast: choose two. IQFeed is the cheapest broker-neutral feed that I know of for this and they have reasonable accuracy. Otherwise, brokers often package in a data feed for free. ...
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3 votes

Where can I get a dependable data stream of stock prices?

If you don't have strict low latency requirements and don't care if the provider is conflating tick data, then I would recommend using a broker's market data feed. Many electronic brokers offer access ...
3 votes

Availability of TotalView-ITCH data

Simply put, no, you won't find this. The most basic one-port ITCH feed with no redistribution rights runs \$750/mo. Historical ITCH data which is useful for backtesting is \$1,000/mo. with a 12 ...
  • 131
2 votes

US Equity Real-time Market Data Feed Pricing

You are forgetting about the actual cost to bring in your connectivity to the exchanges. You will have to spend a few \$k per month to bring in your own digital lines to bring the data back. Also, ...
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2 votes

"J" message type in Nasdaq ITCH Totalview sample file

4.2.7 Limit Up – Limit Down (LULD) Auction Collar Indicates the auction collar thresholds within which a paused security can reopen following a LULD Trading Pause ...
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2 votes

Where can I see the bid stack for FX?

The FX price bounce you see near expiration is generally because market makers are continually hedging their positions. When a market maker sells a binary option, she is left with a short gamma ...
1 vote

Data feed that shows individual orders

(I assume you're referring to US equities.) Most normalized, vendor data feeds that you see are sourced from the CTA/UTP SIPs, which don't provide breakdown of individual orders. To see the ...
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