Accurate and Reasonably Priced Real-Time and Historical Data on Indexes/Equities/Options

Discussion in 'Data Sets and Feeds' started by Obviate, Sep 17, 2020.

  1. Obviate

    Obviate

    Hello,

    I'm trying to find a reasonably priced, legitimate data provider for real-time and historical data that can provide data of reliable quality.

    I've seen activetick.com which seems reasonable enough, but have seen some concerning posts about customer feedback and servers not responding at times.

    Does anyone know, from experience or otherwise if activetick.com is worthwhile for real-time and historical data? Also, are there any other reliable alternatives with good, relatively clean data.

    I am currently most interested in real-time SPX/VIX data and historical options data primarily.
     
    Matt_ORATS likes this.
  2. Matt_ORATS

    Matt_ORATS Sponsor

    Hi Obviate
    We have a relationship with Tradier where we produce live greeks, IVs and theos for all US equity options that is reasonably priced.
    Here's a pic of our futures solve at each expiry and IVs at delta buckets from 100 to 0.
    We have historical data back to 2007, 2 minute data back to 2015 and 1 minute for a few months.
    [​IMG]

    Here's strike level:
    [​IMG]

    This is all available through a rest API or Excel.

    We have a method for solving for the smooth IV skew to produce good greeks and IVs.

    We also offer scanning and a backtesting platform.
     
    PlatformFX and Obviate like this.
  3. algoseek

    algoseek Sponsor

    Have you checked Polygon.io. Their real-time data seems reasonably priced. There are also others. I'm familiar with algoseek, Tickdata, etc. These two have only historical data.
     
    PlatformFX likes this.