Then why you use ThetaData...spreads of NASDAQ basic are much larger than cta/utp (nbbo), for mid/small size tickers sometimes more than 50%...
ThetaData use NASDAQ basic for real-time data, pretty much useless...they do use cta/utp for historical data tho.
just noticed they charged my cc for Jul even though I already cancelled subscription last month...and the amount is even higher than Jun...
I compare their NYSE data (2k symbols from cta) every weekend and they are matched with raw cta tape tick by tick. Not sure about other data tho.
Activetick is the only retail data source which provides full cta/utp data. Others all have heavily filtered TAQ...like polygon only sends...
seems activetick is dead...their sale/support numbers are not even active and website ssl expired on May 31 2025. I have used them since 2007. no...
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
i had same problem before but smart primary + post-only saved me and for oer thing amend is the way to go. just dont cancel/new. learned this in...
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