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I'm looking for real time tick data for NASDAQ & NYSE that has order book depth of atleast the equivalent to what IB offer. eg Totalview, Openbook, ARCA, BATS, ISLAND, BEX etc( What IQ feed offer in terms of market depth isn't acceptable).
+ I'm after ASX( equities) real time tick data, that offers full depth, and not the baby 5 levels that IB provide.
Any ideas?
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
Can you help answer these questions from other members on NexusFi?
Are you using the IQFeed API, because to my knowledge it's all there. Perhaps it's just your platform that isn't giving you the detailed information available from the feed/API.
As Mike said, if you're using the API you have access to everything. I use the API and am not aware of any restrictions with respect to market depth (there are only restrictions with respect to concurrent symbols,...which you can pay to have that limit increased). Of course if you're using IB TWS or any other front end trading platform then any restrictions in place have nothing to do with IQfeed and everything to do with the trading platform.
If the IQFeed API is really insuficent for your needs you can look into NXCore which gives you absolutely everything the market can throw at you. I hope you've got some powerful servers to cope with everything! Be prepared to pay.
I'm not currently using IQ feed. I'm using IB and Barchart for data.
Although i'd love to use NXCore, it really isn't necessary. I'm only saying IQ feed is insufficient because from my understanding IQ feed just offer Nasdaq Open view- So there's no support for NYSE open book, and the Nasdaq depth would only include Nasdaq market participants, and won't include orders from ACRA/BATS/EDGE. I was also under the impression that IQ feed supported ASX futures, however not ASX equities?
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
