Trading with Nanex data?

Discussion in 'Data Sets and Feeds' started by wasabi-jones, Oct 24, 2021.

  1. For anyone using Nanex data, what do you use to trade? Did you develop your own custom integration? Any suggestions of starting point? I am a programmer by "real job". In trading I primarily scalp e-mini using tick charts. Coming from TD/ThinkOrSwim. I can stream and store (using Postgres) data at 120 calls/min with their API, but they don't include tick volume.

    Initially I'm looking to perform signal generation and hopefully move toward automated or semi-automated trading.

    I'm shopping for realtime tick futures data with API access. I received pricing information from Nanex and it fits my budget for what I need (S&P500 e-mini -- I'd plan to add gold later). Also looking at Barchart and IQFeed.

    Thank you for any suggestions.
     
    trend2009 likes this.
  2. Iqfeed is cheaper for your purpose
     
    cobco and wasabi-jones like this.
  3. Real Money

    Real Money

    How much does this cost.

    I'm using IBKR TWS API for Excel and am also interested in cheap data feeds that can get me a more granular source of transaction data (TWS is aggregated to 250ms blocks).
     
  4. Nanex Data can be great but I have heard this first time, so I am curious to know more about it.
     
    wasabi-jones likes this.

  5. Nanex charges by the exchange. CME, CBOT, and NYMEX are $250/month each, with additions if you want quotes and quote depth instead of just trades. NYSE and Nasdaq are more, but I'm looking at just getting CBOT. True tick data with a recorded "tape" and API access.

    edit: from the email I received back from Nanex: "NxCore data is tick level in millisecond timestamp. Please note that we break our data out to the exchange level (not down to the symbol level, like some vendors). There are also no symbol limits, so for every exchange that you're subscribed to, you'll get every symbol in that exchange. **NxCore is the only Internet based market data solution available that delivers this level of coverage. Subscribing to NxCore is like having a direct connection to the exchanges at a fraction of the cost.**"

    It seems like nice data but it is not integrated into anything that I know of. Been looking at IQFeed more after the suggestion above -- it does look cheaper but I don't know a lot about either yet.
     
  6. NxCORE by NANEX

    NxCORE by NANEX Sponsor

    I can answer all your questions about NxCore coverage and costs. Please email me at sales@nanex.net. Best regards, Frank
     
    wasabi-jones likes this.
  7. NxCORE by NANEX

    NxCORE by NANEX Sponsor

    I can answer all your questions about NxCore coverage and costs. Please email me at sales@nanex.net. Best regards, Frank
     
    wasabi-jones likes this.
  8. Ponmo

    Ponmo

    You can also take a look at algoseek. Their futures data is good and affordable.
     
    wasabi-jones likes this.