Thursday, November 5, 2009

opentick alternatives

I've been getting a bit of traffic from people searching for opentick (the defunct company), so I've started a list of similar (but non-free) data providers.

I'm not affiliated with any of these vendors, and the list is in no particular order. I'll update this post as more information becomes available.

IQFeed
- features, fees, API**
- starts at $60/month*
- OS: Windows
- Same API as DTN.IQ

eSignal
- features, fees, API**
- starts at $125/month*
- OS: Windows

eoddata
- features, fees, API
- some data are free, as low as 1-minute intraday data for $19.95/month
- OS: Windows

Marketfeed
- features, fees, API**
- starts at $20/month*, access via API starts at $400/year
- OS: Windows

Notes:
* plus exchange fees
** API access may cost extra

14 comments:

jaybob20 said...

I just started looking into getting data again and found opentick is gone :(
Thanks for this post!

Joshua Ulrich said...

You're most welcome. Let me know if you find anything that should be included in the list.

Fried Body Neuron said...

Check out this page for other alternatives: Real-Time Tick Data Vendors

Joshua Ulrich said...

Fried,

Thanks for the link. I found that page as well, but didn't include any of those vendors because they appear very expensive. Therefore, not really substitutes for opentick.

As stated on that page, QuantHouse is ~$6,000 / month; Digital Data Feed is about half that. I'll try to find prices for the other vendors and I'll add them to the list if they aren't too expensive.

dan said...

Thanks for the post. As a student all of these feeds seem a bit expensive. Are there any alternatives for doing non-commercial research? I am mostly interested in visualization of live data at the moment. I was thinking of using Google data apis. Thoughts?

Joshua Ulrich said...

Hi dan,

Universities sometimes have access to data for research purposes, so I'd check with your school first.

Some brokerages provide access to data if you have an account with them (Interactive Brokers, Lime, etc.).

I don't know anything about the Google Data APIs, but it looks like quantmod can do what their Financial API does...

n3rd said...

http://www.nanex.net/NxCore/NxCore.htm

regards

alexandroid said...

You can check CQG API too. Its not too cheap, but not terribly expensive. Depends on how many exchanges to listen.

Jason said...

Hotspot also provides market data. http://www.hotspotfx.com/technology/technology_apifix.jsp

roy said...

Quotetracker's website has a page devoted to enumerating data sources: http://quotetracker.com/qsources.shtml Some are inexpensive and APIs are available for small fees as well, e.g. Marketfeed

Joshua Ulrich said...

Thanks for the suggestions Alexander and Roy.

mishki said...

I'd like to add to your list:
- www.tickdata.com
- www.cqgdatafactory.com (another post mentions 'cqg', sry if we're referring to the same thing); about cqg I can say that I've asked their support team a question a few days ago and got absolutely nothing in reply.

IKB said...

Any good feeds for intra-day quotes? XML web service based, or API?

Cit said...

I would like to add one of the best providers of Market data to the list.

http://essexradez.com/data_solutions.html

if you ever do any business with them tell them Cit gave you the link :)