Price Data Source

[alain]

Which price do people use (at home or at work)? Which one do you recommend? Which one do you use to analyze real-time data? What about end-of-date data?

I know Bloomberg and Reuters but I'm looking for cheaper alternative for do-it-yourself.

In the past I used to use Primate for EOD data (http://www.primate.com/). They include almost everything (including options). I'm looking for some alternatives including real-time feeds.

 

[VladimirBunicu]

Which price do people use (at home or at work)? Which one do you recommend? Which one do you use to analyze real-time data? What about end-of-date data?

I know Bloomberg and Reuters but I'm looking for cheaper alternative for do-it-yourself.

In the past I used to use Primate for EOD data (http://www.primate.com/). They include almost everything (including options). I'm looking for some alternatives including real-time feeds.

We are using Activfeed http://www.activfinancial.com/activfeed.htm, the "real-time" data delays about 200ms, which is acceptable (Reuters consolidated connection gives a 300ms delay). The downfall is, they don't cover Western Europe, they cover about 30 major North American and Asian exchanges. However they plan to expand soon.
We used to use eSignal datafeed, it worked fine with up to 1000 symbols. But later on up to 30sec delays occurred. Also, if you need historical data, they lack 5-7% of data

 

[Wallstyouth]

Which price do people use (at home or at work)? Which one do you recommend? Which one do you use to analyze real-time data? What about end-of-date data?

I know Bloomberg and Reuters but I'm looking for cheaper alternative for do-it-yourself.

In the past I used to use Primate for EOD data (http://www.primate.com/). They include almost everything (including options). I'm looking for some alternatives including real-time feeds.

checkout eSignal eSignal -- Everything you need to make money in the market!

 

[alain]

checkout eSignal eSignal -- Everything you need to make money in the market!

I think this is the one that most small real-time system traders use. I will take a look at it.

 

[Wallstyouth]

I think this is the one that most small real-time system traders use. I will take a look at it.

Yeah I've heard good things about eSignal once I get enough time to start designing my ATS this winter I will look into it more

 

[Gagnerd]

Which asset classes are you looking at?

 

[alain]

I'm looking mostly at commodities (futures and options)

 

[rateesquad]

Tradestaion is probably the best for options hands down. It has an easy language. Other programs that are worth to mention are NinjaTrader and Amibroker. You can also have a look at QuantDeveloper. The free charting program only is QuoteTracker. I personally use NinjaTrader and QuoteTracker, and have a good experience with TradeStation b/c it is free on the Baruch's trading floor. Most of these programs offer one-week free trial period so look around a bit before commiting.

 

[alain]

I use Amibroker. The AFL language let you use Javascript as well. One good thing is that Amibroker is really really fast.