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Re: granularity of ticks


 

SierraChart


On Wed, May 31, 2023 at 8:50?PM Gordon Eldest via <hymagik=[email protected]> wrote:

If ready for "listen real-time and store": consider Nanex (NxCore).
Be careful:
A- Huge amount of data, you need to master a little of C/C++ to handle it. if you create hooks for only a couple of stocks that stay manageable.
B- Their data can be late by a couple of second (but still accurately sequential, just like a pipeline that sometime filled up beyond client/network processing capabilities)
C- $$$

Alternative:
Polygon.io

With IB , give a peep at marketDepth API, doesn't exactly match your request but work differently that ticks API (doesn't have a "historical mode")
It will give you a feeling of the horsepower needed to manage this kind of granular data. Hence the service IB offer to pack historical trades in ticks.

How did you get data out of ProRealTime ? DDE ?

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