IQFeeds... what else?

This is a discussion on IQFeeds... what else? within the Data Feeds forums, part of the Methods category; Hello All I'm looking for a source of historical tick data on US and European Equities and Indices. So far ...

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Old Dec 21, 2010, 9:32am   #1
Joined Dec 2008
IQFeeds... what else?

Hello All

I'm looking for a source of historical tick data on US and European Equities and Indices. So far the only real source I have found is IQFeeds, but it has several shortcomings

1. The $60 per month price is reasonable for my needs. This will give me access to their historical database, as well as realtime (or delayed) access to the markets, which I don't need right now, but will need in due course. This is great so far.

2. However, they don't cover EU equities, only indices/futures, which isn't really that great

3. They also want $300 per year for "developer access", which I find a little excessive. As I plan to write my own software to interface with their service, it seems I would need this

I have looked into NxCore, but it's really overkill. As I'm just starting out, what I really need at this stage is about 6 months of tick-by-tick data, for US and EU indices and stocks, and eventually I'll need realtime tick data (or delayed, I'll get realtime from the broker when I get to that stage)

I also considered opening an account with Interactive Brokers, as they seem to have historical data. However, I read reports here that their historical data service is very patchy and troublesome, so I gave up on the idea. I can pay $60 per month if it's going to save me time and headaches

Any other sources I should be considering besides IQFeed? tick-by-tick data is what I'm after, but I would consider 1min data if that's what is available.

Thanks for your help guys! (and gals)
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Old Dec 22, 2010, 11:04am   #2
Joined Dec 2008
Re: IQFeeds... what else?

upacs started this thread As I continue my research, I may as well update here. I have found that Ninjatrader now has a service called Kinetic. As far as I can tell, they seem to be reselling the IQFeed service. However it is $50 per month, and I could use it directly from within Ninjatrader.

I suspect the data has the same limitations as IQFeed, but nonetheless, this is looking like the best option so far to get me started, at least until I need access to an API

If you know of any other viable contenders, please do share
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Old Jun 4, 2011, 2:45am   #3
 
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Re: IQFeeds... what else?

Hi,

there are mutiple within 40-60 usd range like barchart ,ib,zenfire,kinetic. but remember some are unfiltered data which means that its not a call every made 50 ms but comes streaming with all ticks. If You research well, you shall find that many of these still have ticks missing with the feed.

rgds
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Old Jun 11, 2011, 8:43am   #4
 
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Re: IQFeeds... what else?

You don't need to pay the $300 to download historical data from IQFeed as far as I can tell. But until you pay it and register your 'product' (ie software that is connecting), I believe you'll have to log in with the demo product code, which seems to be limited to 10 realtime streams instead of 500 (or whatever the limit is, you can pay to change it).
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Old Jul 29, 2011, 11:17am   #5
 
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Re: IQFeeds... what else?

Quote:
Originally Posted by tmalt View Post
but remember some are unfiltered data which means that its not a call every made 50 ms but comes streaming with all ticks.
and who that would be ?
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