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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 to connect to streaming market data alongside their other services. This will be the cheapest option in terms of cost, and will also likely be the easiest to ...


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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 month initial minimum contract. Fees for distributors are much, much more expensive (all costs can be found on the NASDAQ OMX website), and the restrictions on ...


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You can buy data directly from every exchange I've looked at. LSE sells data as well right here on their webpage Sounds like you're looking for their Trade Data product which includes order book information: "Provides an end-of-day download file of the day's Order Book activity, including all trades, orders and deletions in Order Book securities since ...


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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 Name Offset Length Value Notes Message Type 0 1 “J” LULD Auction Collar


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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 position. This short gamma is very high near the barrier level, especially close to expiry. The additional delta hedging or the delta hedge unwind is what causes ...


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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. QuantHouse's feed etc. are about 2 orders of magnitude more expensive.


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