Recent Content by Luke_4466

  1. Should you ignore trades with size less than 100 in your data feed?

    Well, i dont agree with this statement, but if it works for you, then thats all that matters i think.
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  2. Should you ignore trades with size less than 100 in your data feed?

    Interesting, i will have a look. Do you think this might be related only to longer bars, like 1-min? There is nothing like this when it comes down...
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  3. Should you ignore trades with size less than 100 in your data feed?

    You can see in the data example i posted at first post, that the trades include what exchange it is from. But these real time tick data are not, i...
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  4. Should you ignore trades with size less than 100 in your data feed?

    I am processing real time tick data myself from IB and constructing bars that are same as 1s candles. I have said this several times already in...
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  5. Should you ignore trades with size less than 100 in your data feed?

    @FreeGoldRush @qlai If i understand your question correctly, there is no complexity how to construct bars. If you get real time tick data, its...
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  6. Data provider for real time tick-by-tick data

    I have finally chosen Data provider after several months. In the end, Finage updated their data based on the feedback i provided and i am able to...
    Post by: Luke_4466, Oct 23, 2021 in forum: Data Sets and Feeds

  7. Should you ignore trades with size less than 100 in your data feed?

    I am currently testing data feed from Finage for real time tick data ( stock NASDAQ and NYSE, Price, Size and Timestamp, realtime feed ). Since...
    Thread by: Luke_4466, Oct 15, 2021, 16 replies, in forum: Data Sets and Feeds

  8. Data provider for real time tick-by-tick data

    heh, thats slightly out of my budget right now :) But thanks for letting me know the pricing. I am currently testing dxFeed, its about 10 times...
    Post by: Luke_4466, Oct 13, 2021 in forum: Data Sets and Feeds

  9. Data provider for real time tick-by-tick data

    Thanks for reply. Good to hear there are solutions which provide actual tick data. I would be also interested to hear what is the pricing on Pico...
    Post by: Luke_4466, Oct 6, 2021 in forum: Data Sets and Feeds

  10. Data provider for real time tick-by-tick data

    @ZBZB Thanks, i looked into Nanex, it looks good, but they unfortunately dont support Python nor Websocket (i am able to use only these solutions...
    Post by: Luke_4466, Sep 6, 2021 in forum: Data Sets and Feeds

  11. Data provider for real time tick-by-tick data

    @dholliday Thanks. I cant speak on other data than 1s data on TW as thats only data i tested. That being said from my test 1s bars on TW match...
    Post by: Luke_4466, Sep 6, 2021 in forum: Data Sets and Feeds

  12. Data provider for real time tick-by-tick data

    @Polygon.io Based on my personal testing of Polygon data feed, there was an issue with wrong timestamps in the tick by tick data feed for...
    Post by: Luke_4466, Sep 5, 2021 in forum: Data Sets and Feeds

  13. Data provider for real time tick-by-tick data

    Btw i have still not found data provider i can use. Polygon and Finage both provide websocket connection and are easy to use, within somewhat...
    Post by: Luke_4466, Aug 26, 2021 in forum: Data Sets and Feeds

  14. Data provider for real time tick-by-tick data

    Thanks, i will check IQFeed.
    Post by: Luke_4466, Aug 25, 2021 in forum: Data Sets and Feeds