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

  #7 (permalink)

New York, NY
Trading Experience: Beginner
Platform: Vanguard 401k
Broker/Data: Yahoo Finance
Favorite Futures: Mutual funds
Posts: 1,046 since Jul 2012
Thanks: 718 given, 2,146 received

Big Mike View Post
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.

Thanks and you're welcome.

A few of those vendors I mentioned store a rolling 1~ week archive for you to "recover" any missing data. I honestly think it's better to capture everything live, though.

Those vendors I've mentioned will also provide you with split factors, dividends etc. on a programmatic basis, as a market data field (in a traditional row-oriented database format, it would be alongside "price" and "volume").

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