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Low Latency Market Data

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 Daniel DiCesare, Protogenia Investment Management

 Thursday, March 16, 2017

Can anyone recommend some good data low latency data providers for US equity market data? Thanks


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18 comments on article "Low Latency Market Data"

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 Firat Gurler, CEO at Devexperts Türkiye

 Friday, March 17, 2017



Hi Daniel, please consider www.dxfeed.com if you are connecting from NY4 or NY5


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 Andrew Levin, Head of Metals Trading at DV Global

 Friday, March 17, 2017



How do you define low latency? For home or even semi professional trading all the major brokers, IB, Think or Swim, etc will work. Bloomberg has similar speed, but if you want low latency you'll probably want to co-lo and parse it yourself or use a parser like Activ financial. Really just depends on your specific needs. Obviously the online brokers are super cheap, fast and reliable, but if you need to measure in sub millisecond they will likely be slower than something more professionally geared.


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 Thomas Vestergaard Fredsted, Principal .NET consultant, Certified AWS Specialist, Owner BRØLSTÆRK ApS, leder efter talentfulde .NET udviklere

 Saturday, March 18, 2017



iqfeed is very stable and has an open api which makes it very flexible. Been using them for years.


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 Daniel DiCesare, Protogenia Investment Management

 Saturday, March 18, 2017



Thanks to all. We are installing our platform at a colocation facility and it is used by professional traders and money managers. therefore proven data providers are important. we will look into each suggestion. thanks again


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 Stefano Durdic, Owner at R2G

 Saturday, March 18, 2017



Daniel, my firm provides the fastest, low latency market data in each of the three NJ datacenters (NY4, Carteret, and Mahwah). You will not find a faster non-microwave source of market data. www.r2g.com Feel free to reach out via LinkedIn or call the number on the site. Questions for you to think about: Which specific data feeds do you need? Native or normalized? Do you just want local data in each colo or all data in all colo? For example, Bats is located in NY4. Do you want BYX, BZX, EDGA, and/or EDGX? Top of Book or Depth of Book? Do you want Bats via a local handoff inside NY4 or also in Carteret and Mahwah?


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 Gabriel Cefaloni, CIM, Managing Partner & Chief Investment Officer at Nymbus Capital

 Saturday, March 18, 2017



If you need ultra low latency, microwave is the only game in town. Research McKay brothers or vigilant global.


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 Mikhail Sukhov, Founder of StockSharp (http://stocksharp.com)

 Sunday, March 19, 2017



NASDAQ FAST or ITCH.


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 Agustin Vera, Quant Head GSC -GTIndicators Bloomberg App

 Sunday, March 19, 2017



all datafeed providers like Interactive Brokers, Bloomberg , or iqfeed has same acess to exchange, 1-2 ms, but if you think in HFT you need aswell a good API or DMA, for trading execution and second VPS for speed 1-5 ms, if you trade US futures Aurora server( chigago) or stocks (NJ) . fell free to contactme if you have any question.


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 Frederic Lefevre, Deputy Head Prime Brokerage & Clearing Sales - Continental Europe at Societe Generale C&IB

 Sunday, March 19, 2017



QuantHouse


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 Zia Haq, Freelance Senior Software Developer - Available now for new contract role

 Sunday, March 19, 2017



Activ, http://www.activfinancial.com/products/activfeed


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 Alina Karpichenko, Global Marketing Manager at Avelacom

 Sunday, March 19, 2017



better access raw data directly at exchanges' matching engines. every exchange has a list of its Licensed Market Data Distributors. e.g. CME's list is at http://www.cmegroup.com/market-data/licensed-distributors.html. the same is for other exchanges


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 private private,

 Sunday, March 19, 2017



Daniel - many of the largest options market makers on the US exchanges use the low latency corporate events feeds from www.wallstreethorizon.com


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 Christopher Reeves, The Bayes Quant

 Sunday, March 19, 2017



How low latency do you want? Iqfeed / nanex are good. If you have to ask you probably arent collocated.


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 private private,

 Monday, March 20, 2017



Daniel, TNS can provide you with low latency raw market data feeds directly from the exchange. https://www.tnsi.com/products-services/financial/. If you need normalized market data, let me know. I can refer some providers.


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 Janelle Veasey, Director, Products & Services at 3D Innovations

 Monday, March 20, 2017



A quick interrogation of 3di's Profiler platform with your specific requirements delivered a range of options, including many of the providers mentioned by other respondents. For example:

- ICE Data Services offers low latency options and access to 450 real-time data feeds through the ICE Data Consolidated Feed.

- Thomson Reuters Elektron offers extremely low latency data feeds and includes US equity markets.

- Celoxica provides accelerated market data feed handlers for the financial markets in the US.

Other services include: Colt's PrizmNet, Fixnetix, QuantHouse, Vela, Active Feed, plus feeds directly from the Exchanges, as mentioned above.

Good luck in your search!


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 Milan Hedstrom, Sales Specialist, Commodities, C&SEE and Turkey at Thomson Reuters

 Tuesday, March 21, 2017



Thomson Reuters Elektron


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 Ulrich Horst Benzing, Senior Project Manager IT

 Wednesday, March 22, 2017



My experience shows clearly that you got to connect directly to the exchange. Alina's right.


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 private private,

 Wednesday, April 5, 2017



Aside from data providers, (many listed above), you also want to take into consideration, Savvis & Equinix, as well as the Co-Location service providers, i.e. TELX.

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