do let us know if dxfeed is true bbo
not sure...last time i checked its only nbbo. its current feed page still says nbbo.
dxfeed is only nbbo, not bbo tho.
its about 6-8k per month including a dedicated colo in ny4.
you need true tick-by-tick provider...there are only two choices for retail trader - Activetick & Nanex. they get raw data from SIPs and can...
this is more like introduction broker, still going thro execution+clearing broker...not what i am looking for
they give 200x leverage, impossible in usa. and most top HFTs use this broker all NYSE listed tickers just like i wanna do execution/agency...
currently I am trading 20mm-30mm (could bump it to 50mm) NYSE shares per month at a Dutch broker. They charge me 0.001-0.0015 per share....
exactly what I found out...their support guy told me wrong thing
think you saying about CQS is right. but what polygon told me is definitely wrong as they do aggregate/filter exchange quotes. I compared...
cool. this makes sense. so when vendor sends raw CTA/UAP message I'd get whole level 1 of each exchange.
I am trying to get level 1 quotes of NYSE. Couple of vendors (Polygon is one of them) told me I just need to subscribe their CTA/UTP feed and then...
90% is based on 94 cases...nice
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