I am trying to get access to the full order book events (or aggregates with a good enough resolution (price and time wise)). I want to use my own small applications to display and analyze the full order book for certain tickers/stocks that are interesting for me for the day. The data required would be similar to the Nasdaq TotalView and my monthly budget is about 500$, I guess. Up till now I only got one offer for five times my limit and only for a firms not an individual. I qualify as a non-professional and would not want to share data or my application. Does anyone know some reasonable options? I would be fine writing my on processing app and letting it collocate to the data provider to limit bandwidth utilization. I guess it does not take much processing power to aggregate the data in a meaningful way as my main profession is being a software developer. I do daytrading for 2 hours a day and my main job is being a software developer at a non-financial company.
I know, but I do not know how to apply for it. I believe it's basically the pricelist for data providers and platforms/brokers that they have to pay to Nasdaq for each of their customers. I found data.nasdaq.com as well and I created an account over there. I asked for a price quote for the subscription of TotalView Data but have not heard back, yet. If the NasdaqTrader.com offer is also available for single individuals (non-professionals) like me, I would love to know how to apply for it and what the requirements are.
QUODD can supply you with TotalView data. https://quodd.com/2021/04/06/how-depth-of-book-data-increases-visibility-into-stock-trades/
Algoseek provides normalized, and custom data feeds in the following formats: Top of Book (normalized) Full Order Book (normalized) Aggregates: Up to 60 feeds, 1 sec, 15 sec, 1 min bars, and hourly Custom feeds per client's request All research datasets available as real-time feeds
Ginses is offering aggregation protocols over API and Websocket (GraphQL subscriptions) Here is the data level: https://docs.ginses.com/#fields-glossary