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ib market data. is it clean and any good alterantive sources?
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i have been using IB API for pacing order only. can anyone tell if the US equities/ETF data from IB clean and up-to-date?
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Recently i am looking for data source which provide data timely and clean. my focus is US equities/ETF data, can anyone suggest some free (or low cost) alternative for bloomberg terminal? better have python API to extract them.
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especially for production purpose, they must update and provide the data timely with less frequent format/changes in their raw sources.
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understand that this question may not be that related to IB API here. but i do think the people here can address my question efficiently. appreciate if anyone can share the experience to me here.
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thanks! |
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What would be timely for you? I found to be a good source, especially as they provide flat file data downloads on a daily basis:? On Sat, 8 Feb 2025 at 07:54, alan chau via <curiosityhk2019=[email protected]> wrote:
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how long have you been using it? appreciate if you can share real experience, like telling me oh i have been extracting them daily, hourly for some years and found the data quality high and without issue when extracting them.
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when in production, i want something consistent (without format change, data change or delay).?
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don't know how reliable polygon.io is but i would prefer something with long history |
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This really needs to be more specific as to which market data you are particularly interested in. Historical/real-time? Prices, quotes, earnings, ratings, news? For prices - every tick or OHLC bars such as 1-second or EOD? In my own projects, I'm now phasing out any IBKR API market data as a single source since for my purposes (perhaps quite specific ones, admittedly) they time and again proved to be somewhat unreliable, but even then it would be hard for me to give Polygon, which I also use quite a bit, a blanket recommendation because while their data quality seems mostly beyond reproach, some of their services require a lot of incremental labor in my project to be made use of, all the while coming at a pretty steep price. But then I guess compared to Bloomberg Terminal everything must be kind of cheap.
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Best, DS |
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It seems fairly decent. If you want the best, DTN-IQ can't be beat. On Sat, Feb 8, 2025 at 2:29?PM ds-avatar via <dimsal.public=[email protected]> wrote:
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I'm using IB to place trades and use a different data source. I pretty much restrict my trading to a handful of US equities. This is not a recommendation to use? the data source I'm using, its just what works well for me. I use the market feed at and have been for about 4 years now. I've noticed some negative posts on different forums about their tech support being non responsive but I believe I haven't had any problems with them.
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You have to understand a great deal? of IB's customers are in the retail market, and so are the other platforms like Charles Schwab. And so you can expect a level of service commensurate with that model. I'm located in the mid-west so your mileage may vary from mine but I have found that the data from activetick arrives on average between 1 to 1/2 seconds faster than IB delivers it. But IB is faster than any other trading platform I've used. TDAmeritrade under Charles Schwab comes in close to 3 seconds later. It makes me wonder if they are getting their data from the same source.
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It all depends on your needs. Most traders wont benefit from that. But if yours does, then this approach will put you close to the top of the retail market and just below the big wall street firms.
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I would be interested in hearing from others that have bench-marked other data providers. But as a rule of thumb, IMHO you can throw out any REST API implementations and certainly an interpreted language like Python. Python is certainly good for back testing, but its obliviously too slow if your needs are receiving active subscription streams, doing complex math on the fly and making a decision to send a position order in real time.
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Cheers |
开云体育I used DTN-IQ for many years.? It is very affordable, but it does not give historical BBO data, only trades...On 2/8/2025 3:17 PM, Dale Joyce via
groups.io wrote:
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