Market Data feeds - SIP, Direct Edge, etc vs Nanex/IQFeed | Reviews of Brokers and Data Feeds - futures trading strategies, market news, trading charts and platforms

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

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Thanks @artemiso as always.

I have a two fold problem, historical and real-time. On the historical side I am facing problems with consistency, for example IQFeed does not provide dividend adjusted or consistent split adjusted data. On the real-time side, I am up against IQFeed limits for simultaneous tickers.

Perhaps there is a better solution somewhere in the middle, without going to the Exchanges directly? I've not explored alternatives like Barchart or CQG. I'm only aware of NxCore and the reason I listed it was because I know they provide a very flexible API (important to me, as you mentioned I am a one man shop). I am not sure beyond that.

I think IQFeed cannot be beat for typical retail, but I am starting to move beyond the typical scope. I'm not sure if Eric from @nanex will chime in here or not, but I'll shout out to him and see if he can shed some more light on the features and limitations of NxCore from a historical and real-time perspective.


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