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Trading Strategies >> Software Infrastructure >> What do you use for market data at the moment?
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1215287690

Message started by ThatGuy on 07/05/08 at 20:54:49

Title: What do you use for market data at the moment?
Post by ThatGuy on 07/05/08 at 20:54:49

And what do you think is the fastest/most reliable/easy to program market data platform?

Title: Re: What do you use for market data at the moment?
Post by rchicago on 07/08/08 at 15:14:57

This is my first post, and I certainly don't want to sound like a commercial. Someone tell me if this is not acceptable and I will comply.

I work for the MD Vedor, ACTIV Financial. http://www.activfinancial.com/index.htm

We are leading the charge within the Hardware accelleration space using FPGA. Our clients love the solutions we provide, especially our easy to use APIs.

Title: Re: What do you use for market data at the moment?
Post by kirppu on 08/18/08 at 15:07:09

If you're looking for tick data, try:
http://www.tickdatamarket.com

historical data (equity) can be found for free on yahoo's website:
http://finance.yahoo.com

Title: Re: What do you use for market data at the moment?
Post by kirppu on 08/18/08 at 15:09:45

Interactive Broker proposes a simple API to record your own market data:

http://individuals.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc

Title: Re: What do you use for market data at the moment?
Post by stargrazer on 10/05/08 at 13:13:10

kirppu wrote on 08/18/08 at 15:09:45:

Interactive Broker proposes a simple API to record your own market data

I was able to interface to Interactive Brokers data feed through they supplied TWS platform. Their limitation is that they provide the last trade/quote about once every 250 ms, which is speedy enough for visual updates but not necessarily complete enough for algorithmic trading.

Iqfeed [1] is what I use for full realtime quote/trade feeds. I have coded a C++ library around their tcp/ip port feed API. They cater to Windows users only. They also have a realtime news feed.

[1] http://www.iqfeed.net/

Title: Re: What do you use for market data at the moment?
Post by Algo Designer on 12/22/08 at 00:01:21

stargrazer wrote on 10/05/08 at 13:13:10:

kirppu wrote on 08/18/08 at 15:09:45:

Interactive Broker proposes a simple API to record your own market data

Did you interface with their TWS platform in Java or C++? Do they provide real-time market data feed for their internal trades?

Title: Re: What do you use for market data at the moment?
Post by Trisha on 05/27/09 at 14:53:27

Check out www.celoxica.com as well

Title: Re: What do you use for market data at the moment?
Post by BlackMage on 05/27/09 at 21:56:01

Trisha wrote on 05/27/09 at 14:53:27:

Check out www.celoxica.com as well

Trisha, are you using their service?

Title: Re: What do you use for market data at the moment?
Post by Trisha on 05/28/09 at 09:59:42

Hello, I know the company professionally, doing some work for them on ad hoc basis. When I saw the post I thought I'd mention them as what they offer through hardware tech massively accelerates market data/ultra low latency, and matches the request on here. Feel free to drop me a line here with feedback/thoughts if you want. Thanks.