Where are data feeds?

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narke

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Hello,
I am a beginner in the trading field.
I am a programmer and want to make my own trading application for fun and in order to learn trading. But the problem is that I don't know where to get the market data. Can you tell me that? How other trading applications get them?

Thanks in advance.
 
From a provider. I am sure your google foo will find quite some. Oh, they cost ;) Unless you trade with a broker providing them for free (limited), like IB or Mirus Futures... you can expect to PAY. I got an offer from nwfeed for around 400 USD per month, real time, and from NxCore for about 1000 or so - CME+CBOT in the end.

For "free" you can get:
* IB (Interactive Brokers)
* Zen-Fire from Mirus Futures. Note that they have limited metarata (symbol list), no corrections, nothing historical etc - not even a 5 minute buffer in case you must reset the system.
* Ameritrade has supposedly an API for customers.

Google does the rest.

;) Have fun.
 
Thank you I will Google informations you provided. As I guess it's best to pay to get good data feeds but I'm not too rich at this time.

Are there market data feeds providers best suited for day trading?
 
Well, you ahve no choice. Data feeds cost money - quite a lot contrary to end of day download. For real time, the exchanges want to be paid, too ;)

I would go with a broker API for starts. I do the same. Signed up for EodData.com, now integrating ZenFire. When that works out, I may upgrade to IqFeed or NxCore, but first I will try using ZenFire ;)
 
NetTecture said:
Signed up for EodData.com, now integrating ZenFire. When that works out, I may upgrade to IqFeed or NxCore, but first I will try using ZenFire ;)
Click to expand...

I just signed up with IQFeed and am experiencing a 1 second lag because they don't have servers in Europe. Do you actually have access to the Zen-Fire API? I am looking to switch to Zen-Fire if they have it.
 
Well, if YOU are in europe you will always experience lag from the US - even if you connect to a local server, if the exchange is in the us... the lag will be behing the server.

THat said, 1 second is not critical for me - even 5 would not be. No scalping here.

I have access to the Zen-Fire API - Pat sent me the files and is generally helpfull. Just contact them through the zen-fire website. The API is a C++ / Managed C++ set of dll's, with external certificates to load (sadly, could have been embedded).

The design is not exactly perfect (for example not giving PROPER exceptions on error cases, just throwing "System.Exception", making error handling hard), but it is a proper API in that there is no UI involved, no setup, you can handle all yourself.
 
NetTecture said:
Well, if YOU are in europe you will always experience lag from the US - even if you connect to a local server, if the exchange is in the us... the lag will be behing the server.
Click to expand...

Sorry, I didn't mention that the exchange (Eurex) is also in Europe. So the exchange and me is in Europe, just the data provider is in the US...
 
In that case zen-fire will not likely help. I am not sure, but i would wonder if they would have a eureopan data center. You should contact them and ask.
 
Thank you, you are very helpful guys.
I might try to test my future software with end of day data as proof of concept.
Is this a good way to make the software ready for real time data feeds one day?
What do you think?
 
NetTecture said:
In that case zen-fire will not likely help. I am not sure, but i would wonder if they would have a eureopan data center. You should contact them and ask.
Click to expand...
I did today and got the following answer: "We lit up our Frankfurt location in February and should have our London data center ready in about 3 months"

I compared IQFeed with Zen-Fire and IQFeed lags behind Zen-Fire by up to 1 sec for Eurex and I live in London.
 
narke said:
I might try to test my future software with end of day data as proof of concept.
Is this a good way to make the software ready for real time data feeds one day?
Click to expand...

What does end of data have to do with real time data? It's 4 points of data vs. thousands of points of data. I don't see how that helps.
 
On top, eod may have a lot more gaps and jumps while trading intraday one will normally not get a gap within the day. Better get 1 minute data from somewhere if you want a correlation - at least this is a lot of data points within one session.
 
AgeKay said:
I did today and got the following answer: "We lit up our Frankfurt location in February and should have our London data center ready in about 3 months"

I compared IQFeed with Zen-Fire and IQFeed lags behind Zen-Fire by up to 1 sec for Eurex and I live in London.
Click to expand...

This may be irrelevant.

Unless one can CONNECT to a european data center, your data will still travel to the US and then back to you. In order to avoid it they not only must have european computers, but also a way o connect to them (i.e. like selecting the data center one wants to be connected to).
 
NetTecture said:
This may be irrelevant.

Unless one can CONNECT to a european data center, your data will still travel to the US and then back to you. In order to avoid it they not only must have european computers, but also a way o connect to them (i.e. like selecting the data center one wants to be connected to).
Click to expand...

Yeah, I found out the same today but the fact is that IQFeed is unusable for trading Eurex from Europe in my opinion.
 
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