Market Data feeds - SIP, Direct Edge, etc vs Nanex/IQFeed | Reviews of Brokers and Data Feeds


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Market Data feeds - SIP, Direct Edge, etc vs Nanex/IQFeed

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Market Data feeds - SIP, Direct Edge, etc vs Nanex/IQFeed

I am looking into obtaining a direct market feed. I could use some education in this area on SIP, consolidated, Direct Edge, etc.

I am not latency sensitive but do want to receive all tickers in real-time. I would also like to know options regarding historical data (daily, minute, tick) with these subscriptions.

Current markets I receive are below for reference:

 
Code
MariaDB [meta]> select * from ListedMarkets;
+---------------+------------+--------------------------------------------------------+
| ListedMarkets | Name       | Description                                            |
+---------------+------------+--------------------------------------------------------+
|             1 | NGM        | Nasdaq Global Market                                   |
|             2 | NCM        | National Capital Market                                |
|             3 | OTC        | Nasdaq other OTC                                       |
|             4 | OTCBB      | Nasdaq OTC Bulletin Board                              |
|             5 | NASDAQ     | Nasdaq                                                 |
|             6 | NYSEMKT    | NYSE MKT (Equities and Bonds)                          |
|             7 | NYSE       | New York Stock Exchange                                |
|             8 | CHX        | Chicago Stock Exchange                                 |
|             9 | PHLX       | Philadelphia Stock Exchange                            |
|            10 | NSX        | National Stock Exchange                                |
|            11 | NYSEARCA   | NYSE Archipelago                                       |
|            12 | BX         | Boston Stock Exchange                                  |
|            13 | CBOE       | Chicago Board Options Exchange                         |
|            14 | OPRA       | OPRA System                                            |
|            15 | NASDADF    | Nasdaq Alternate Display facility                      |
|            16 | ISE        | International Stock Exchange                           |
|            17 | BOX        | Boston Options Exchange                                |
|            18 | BATS       | Better Alternative Trading System                      |
|            19 | NTRF       | Nasdaq Trade Reporting Facility                        |
|            20 | PBOT       | Philadelphia Board Of Trade                            |
|            21 | NGSM       | Nasdaq Global Select Market                            |
|            22 | CANTOR     | Cantor Fitzgerald Exchange Treasury Funds              |
|            23 | C2         | CBOE C2 Options Exchange                               |
|            24 | NYSETRF    | NYSE Trade Reporting Facility                          |
|            25 | EDGA       | Direct Edge A                                          |
|            26 | EDGX       | Direct Edge X                                          |
|            27 | DTN        | DTN                                                    |
|            28 | BYX        | BATS Y Exchange                                        |
|            29 | RUSSELLFL  | Russell Investments (FeeLiable)                        |
|            30 | CBOT       | Chicago Board Of Trade                                 |
|            31 | DJ         | Dow Jones (CBOT)                                       |
|            32 | CFE        | CBOE Futures Exchange                                  |
|            33 | KCBOT      | Kansas City Board Of Trade                             |
|            34 | CME        | Chicago Mercantile Exchange                            |
|            35 | MGE        | Minneapolis Grain Exchange                             |
|            36 | NYMEX      | New York Mercantile Exchange                           |
|            37 | COMEX      | Commodities Exchange Center                            |
|            38 | ICEFU      | International Commodities Exchange Futures US          |
|            39 | NYLUS      | NYSE LIFFE US                                          |
|            40 | CMEFL      | CME Indexes (Fee Liable)                               |
|            42 | CBOTMINI   | Chicago Board Of Trade Mini Sized Contracts            |
|            43 | CMEMINI    | Chicago Mercantile Exchange Mini Sized Contracts       |
|            44 | USFE       | US Futures Exchange                                    |
|            45 | NYMEXMINI  | Commodities Exchange Center Mini Sized Contracts       |
|            46 | GREENX     | The Green Exchange                                     |
|            47 | CLEARPORT  | New York Mercantile Exchange                           |
|            48 | COMEXMINI  | New York Mercantile Exchange Mini Sized Contracts      |
|            50 | TSE        | Toronto Stock Exchange                                 |
|            51 | MSE        | Montreal Stock Exchange                                |
|            52 | CVE        | Canadian Venture Exchange                              |
|            53 | WSE        | Winnipeg Stock Exchange                                |
|            54 | ICEFC      | International Commodities Exchange Futures Canada      |
|            55 | MX         | Montreal Exchange                                      |
|            60 | MDEX       | Bursa Malaysia Derivatives                             |
|            61 | ICEFI      | International Commodities Exchange Futures Derivatives |
|            62 | LME        | London Metals Exchange                                 |
|            63 | ICEFE      | International Commodities Exchange Futures Europe      |
|            64 | ASXCM      | ASX24 Commodities Exchange                             |
|            65 | DME        | Dubai Mercantile Exchange                              |
|            66 | BMF        | Brazilian Mercantile  Future Exchange                  |
|            67 | SGX        | Singapore International Monetary Exchange              |
|            68 | EUREX      | European Exchange                                      |
|            69 | ENID       | Euronext Index Derivatives                             |
|            70 | ICELD      | ICE LIFFE Derivatives                                  |
|            71 | ENCOM      | Euronext Commodities                                   |
|            72 | TULLETT    | Tullett Liberty (Forex)                                |
|            73 | BARCLAYS   | Barclays Bank (Forex)                                  |
|            74 | FXCM       | Forex Capital Markets                                  |
|            75 | WTB        | Warenterminborse Hannover                              |
|            76 | MGKB       | MGEKCBOT (InterCommodity Spreads)                      |
|            77 | MGCB       | MGECBOT (InterCommodity Spreads)                       |
|            78 | TENFORE    | Tenfore Systems                                        |
|            79 | NYDME      | NYMEXDME (InterCommodity Spreads)                      |
|            80 | PSX        | Philadelphia Stock Exchange                            |
|            81 | TGE        | Tokyo Grain Exchange                                   |
|            82 | TOCOM      | Tokyo Commodities Exchange                             |
|            83 | SAFEX      | South African Futures Exchange                         |
|            84 | EEXP       | European Energy Exchange  Power                        |
|            85 | EEXN       | European Energy Exchange  Natural Gas                  |
|            86 | EEXE       | European Energy Exchange  Emission Rights              |
|            87 | EEXC       | European Energy Exchange  Coal                         |
|            88 | MIAX       | Miami International Securities Exchange                |
|            89 | KBCB       | KCBOTCBOT (InterCommodity Spreads)                     |
|            90 | PKSHEETS   | Pink Sheets  No Tier                                   |
|            91 | PKQXPREM   | Pink Sheets  OTCQX  PremierQX Tier                     |
|            92 | PKQXPRIME  | Pink Sheets  OTCQX  PrimeQX Tier                       |
|            93 | PKIQXPREM  | Pink Sheets  OTCQX  International PremierQX Tier       |
|            94 | PKIQXPRIME | Pink Sheets  OTCQX  International PrimeQX Tier         |
|            95 | PKOTCQB    | Pink Sheets  OTCBB Pink Sheets dually Quoted Tier      |
|            96 | PKBBONLY   | Pink Sheets  OTCBB Only Tier                           |
|            97 | PKCURRENT  | Pink Sheets  Current Tier                              |
|            98 | PKLIMITED  | Pink Sheets  Limited Tier                              |
|            99 | PKNOINFO   | Pink Sheets  No Information Tier                       |
|           100 | PKGREY     | Pink Sheets  Grey Market Tier                          |
|           101 | PKYLSHEETS | Yellow Sheets                                          |
|           102 | PKPRSHEETS | Partner Sheets                                         |
|           103 | PKGLSHEETS | Global Sheets                                          |
|           104 | PKNYSE     | Pink Sheets  NYSE Listed                               |
|           105 | PKNASDAQ   | Pink Sheets  NASDAQ Listed                             |
|           106 | PKNYSEAMEX | Pink Sheets  NYSE AMEX Listed                          |
|           107 | PKARCA     | Pink Sheets  ARCA Listed                               |
|           108 | NYSEAMEX   | NYSE AMEX Options Exchange                             |
|           109 | GLOBEXRT   | CME GLOBEX Group Authorization                         |
|           110 | CMEGBX     | Chicago Mercantile Exchange (GLOBEX)                   |
|           111 | CBOTGBX    | Chicago Board Of Trade (GLOBEX)                        |
|           112 | NYMEXGBX   | New York Mercantile Exchange (GLOBEX)                  |
|           113 | COMEXGBX   | Commodities Exchange Center (GLOBEX)                   |
|           114 | DMEGBX     | Dubai Mercantile Exchange (GLOBEX)                     |
|           115 | RUSSELL    | Russell Investments                                    |
|           116 | BZX        | BATS Z Exchange                                        |
|           117 | CFTC       | US Commodity Futures Trading Commission                |
|           118 | USDA       | US Department of Agriculture                           |
|           119 | WASDE      | World Supply and Demand Estimates Report               |
|           120 | GRNST      | Grain Stock Report                                     |
|           121 | GEMINI     | ISE Gemini Options Exchange                            |
|           122 | ARGUS      | Argus Energy                                           |
|           123 | RACKS      | Racks Energy                                           |
|           124 | SNL        | SNL Energy                                             |
|           125 | RFSPOT     | Refined Fuels Spots Exchange                           |
|           126 | EOXNGF     | EOX Live Natural Gas Forward Curve                     |
|           127 | EOXPWF     | EOX Live Power Forward Curve                           |
|           128 | EOXCOR     | EOX Live Correlations                                  |
|           129 | ICEENDEX   | ICE Energy Derivatives Exchange                        |
|           130 | KCBOTGBX   | Kansas City Board of Trade (GLOBEX)                    |
|           131 | MGEGBX     | Minneapolis Grain Exchange (GLOBEX)                    |
|           132 | BLOOMBERG  | Bloomberg Indices                                      |
+---------------+------------+--------------------------------------------------------+
126 rows in set (0.01 sec)
Mike

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