What is the best/cheapest service to get real-time (as real-time as you can get) on stock options?
I'm looking for the fastest update on the ENTIRE market, with a few stocks prioritized, so I need the data to come in as fast as my internet connection will let it. The API can be in any language, although I would prefer C++.
Also, a trial service would be great.
Currently, I am looking at IQFeed which seems to be exactly what I am looking for. It is cheap, has a free trial, gives out 1ms ticks and has a C++ API.
Any other options like this one?
Answer
Nanex NxCore will give you a full market view of the options market. The feed is full market, meaning you won't subscribe to specific options or stocks, so it may or may not fit your "prioritization" requirement. You can subscribe to events for specific symbols, however, once the data has reached your local NxCore application.
The data is not sampled so you get event by event and the API is C based, but they might have a C++ wrapper, I'm not sure. The code is quite clean and easy to use.
No comments:
Post a Comment