开云体育

ctrl + shift + ? for shortcuts
© 2025 开云体育

Re: Data Feed that is identical to IB tickByTick data


Paul Kranz
 

Luke: If you are a programmer type. I have used TWS API in concert with the Data Trasmission Network (). Paul sends...


On Sat, Aug 28, 2021, 9:25 AM Luke <lukepe3@...> wrote:

I know this has been asked a lot, so i will try to narrow down my question very specificaly to what i ma looking for.

I have spent over month trying to find data provider, which is able to provide tickByTick, which is essentially identical to IB. I have tested several services, spent most of the time with Polygon and Finage, both provide significantly different data to IB.
All i am looking for is tickByTick data through websocket for at least 50 symbols. Budget up to $500 per month.

I am not going to say that Finage or Polygon are providing wrong data or that IB has correct data, but this was my experience and why i decided not to use them.
I did one to one test for both services, getting at real time ticks from IB and Finage. Finage would have missing ticks. Ie most of them would be identical, but some would be simply missing. I am constructing 1s bars from IB ticks, I can construct 1s bars, which are pretty much identical to TradingView.
I cant do that with data from Finage or Polygon, bars are different to bars created with IB and to TW due to missing data.
I dont know what data are correct, but i can compare the data and there are missing data, which i would assume is not a good thing. My takeaway was that some exchanges were fully missing from the data.
I am sure these data providers can work for others and provide other things, which are perfectly fine. For me unfortunately the data are not usable.

All this being said, does anyone know about any data provider, who is able to provide identical tickByTick data IB?

Any help appreciated, since i do struggle with the data feed most for a long time now.

Join [email protected] to automatically receive all group messages.