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Patrik
Founding Member

Total Posts: 1369
Joined: Mar 2004
 
Posted: 2004-03-24 22:37

I'm trying to get some rough numbers for datafeed costs. I could call around but right now I do not want to get sucked into their net and receive annoying sell calls, just some estimates.

What I am interested in is:

- US stocks (the most illiquid ones irrelevant)

- Major futures contracts

- Major FX rates

The data:

- As much historical intraday data as possible

- Realtime feed

- A nice API (C++/C or .NET)

Bridge and Reuters are in my personal situation practical (infrastructure reasons), but they do not carry much intraday history though..

What are you guys using and what are the approx price tag? (if you don't mind sharing)

Is it perhaps better to get historical data from one vendor and realtime feed from another?

 


/Patrik

FDAXHunter
Founding Member

Total Posts: 8372
Joined: Mar 2004
 
Posted: 2004-03-25 09:32

Patrik,

For the situation you describe I'd say CQG (www.cqg.com) is your best bet.
They offer the cleanest and most extensive historical data, as well as massive intraday data on the things you are looking for (Futures, Foreign Exchange and US Stocks, as well as pretty much every thing else you come accross as a trader).
They offer an Excel interface and a COM interface.
Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product.

Pricing wise, for the things you want you are looking around 1,100 EUR  a month would be my guess (just a guess, don't quote me on that). However, they offer a two week free trial.

Also, they don't cram a 2 year contract down your throat like Reuters or Bloomberg. 30 day cancellation period, that's all. Very handy if you are a large institution that has a big fluctuation in Trading/Research personel.

Do not be misled by their website, it doesn't look very attractive.... but, if I had to put my name on any data vendor ("FDAXHunter approved")... it would be CQG.

Hope this helps.


The Figs Protocol.

Patrik
Founding Member

Total Posts: 1369
Joined: Mar 2004
 
Posted: 2004-03-25 11:12

CQG seems to have a good rep among its users - that is always a good sign.

thanks for the input!


/Patrik

Patrik
Founding Member

Total Posts: 1369
Joined: Mar 2004
 
Posted: 2004-03-29 23:57

FDAX,

Is there a way of interfacing CQG from a unix client (any unix..) ?

Would you happen to know if they happen to carry japanese equities? Or a better question might be if they have some kind list of instruments they carry. I found a list of what they sell historical data for, but my impression is that this is just a sample.

 


/Patrik

FDAXHunter
Founding Member

Total Posts: 8372
Joined: Mar 2004
 
Posted: 2004-04-01 20:45

Patrik,

I know there are guys running CQG on UNIX. If this is important to you, I can find out more. What do you mean by interfacing? Do you actually mean getting data into a UNIX system? Worst comes to worst you can always build a TCP pipe out of whatever Windows emulator you are running, shouldn't be too much trouble, but I gotta talk to them anyway, I'll ask 'em.

They cover Japanese equities.

Regards.


The Figs Protocol.

Patrik
Founding Member

Total Posts: 1369
Joined: Mar 2004
 
Posted: 2004-04-01 22:34

yes, I means getting data into unix. not a high priority - just something that is nice to have.

they seem to cover pretty much everything I am interested in except scandinavian equities from what I can see.

I will give them a try as you suggested.


M1kz


Total Posts: 121
Joined: Sep 2004
 
Posted: 2004-11-04 11:02

In the process of initiating trading according to:  

- Investment strategy : Multi system, multi time-horizon, multi-market diversified futures trading on a global basis (major part of return generated by earning the commodity hedging demand premia, i.e. providing risk transfer  to commercial hedgers, on a diversified portfolio of commodities)    

- Tech: In-house C# environment for back-testing the strategies above with dynamic portfolio allocation and intraday strategy development and evaluation capacity and extensive strategy performance/risk reporting    

- Need: A pricefeed for futures data that enables interfacing (API) with a portfolio monitoring environment developed in C# (inhouse)    

Suggestions? Pricing? Alternatives to CQG? Need a sanity check on the prices offered by brokers.   

Cheers,
M.

Johnny
Founding Member

Total Posts: 4333
Joined: May 2004
 
Posted: 2004-11-04 11:16

If it's just the price feed you need then a cheap and cheerful possibility is DTN IQ Feed.

 


Stab Art Radiation Capital Structure Demolition LLC

FDAXHunter
Founding Member

Total Posts: 8372
Joined: Mar 2004
 
Posted: 2004-11-04 12:05

Tenfore is another data feed you maybe want to look at. Haven't personally used it, but don't hear anyting horrible. Shouldn't be that expensive I don't think (maybe 300 EUR a month? I'm guessing.)


The Figs Protocol.

jungle
Chief Rhythm Officer
CSD LLC
Total Posts: 3169
Joined: Jul 2004
 
Posted: 2004-11-04 12:08
it is (or was) horrible.  not very robust pricing and wack customer service.  

FDAXHunter
Founding Member

Total Posts: 8372
Joined: Mar 2004
 
Posted: 2004-11-04 12:19
That settles that then Big Smile

The Figs Protocol.

M1kz


Total Posts: 121
Joined: Sep 2004
 
Posted: 2004-11-04 12:33
Thanks Guys, exactly the kind of input I was looking for, ain't NP fantastic? Keep it pouring in...

nikol


Total Posts: 1230
Joined: Jun 2005
 
Posted: 2020-05-29 09:13
I repeat this not very original question.

DTN IQFeed is still alive.

IB is not transparent about cost.
BB and Refinitive are crazy.

Need feed with nearly global coverage of US, Europe, Pacific Asia. Major stocks and options.

Even good quality snapshots will help.

Free feeds like scraping of yahoo are reasonable but may disappear any moment. By the way, I m pleased to see that my price calibrated on Americans from yahoo is very reasonable.

rickyvic


Total Posts: 222
Joined: Jul 2013
 
Posted: 2020-06-04 13:15
IQ feed is reasonably good and I use it for certain special datasets they have not for equities. The coverage is not very good, so you dont have nationwide prices.
If you want national bbo I have use with marginal success and not for trading, polygon.io. I would go for the product more enterprise ready if you want to be safe and you monitor a lot of stocks.
They use websockets which is rubbish but you can make it work.

Options you can find some stuff on iqfeed but I am not sure where else.

"amicus Plato sed magis amica Veritas"

nikol


Total Posts: 1230
Joined: Jun 2005
 
Posted: 2020-06-05 09:02
Any view on IEXCloud API?

rickyvic


Total Posts: 222
Joined: Jul 2013
 
Posted: 2020-06-05 23:47
I checked that for a surveillance system but they provide just price bbo.
It was not good for me.

"amicus Plato sed magis amica Veritas"
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