Futures, Indexes, FXs, Equities: 400,000+ tickers, over 300 GB per day. All in one API.
Multiple formats (binary, CSV, JSON), sampling frequencies (BBO, Time Framely).
Same high tier data feeds utilized by the biggest 12 quant funds and HFF.
Simpler is better. Get data in very short time. Skip lengthy contracts and convoluted terms.
Take a look at our sample offer:
{
."msg_type": "14",
."transact_ts": "00:00:00.018110647",
."sending_ts": "00:00:00.018288236",
."aggressor_side": "A",
."px": 2693.75,
."size": 1,
."order_id": 294314413492,
."seq_num": 2040634
}
{
."msg_type": "C",
."transact_ts": "00:00:01.218110647",
....
}
{
"date": "2021-03-14",
"last_transact_ts": "23:59:59.918288236",
"last_sending_ts": "23:59:59.918489157",
"open": 2703.25,
"high": 2712.75,
"low": 2693.75,
"close": 2705.50
}
{
"date": "2021-03-15",
"last_transact_ts": "23:59:59.218288236",
"last_sending_ts": "23:59:59.418489157",
...
}
{
"instrument_id": 98159,
"symbol": "ZNH9",
"last_update_time": 1551632729582000000,
"activation_ts": 1529530200000000000,
"expiration_date": "2021-03-15",
"channel_id": 344,
"exchange": "XCBT",
"instrument_type": "FUT",
"market_segment_id": 84,
"match_algorithm": "F",
"minimum_order_size": 1,
"minimum_price_increment": 0.015625,
...
}
{
"company": "APPLE INC",
"cik": 0000320193,
"sic": 3571,
"type": "10-K",
"date": "2018-11-05",
"raw-link": "0000320193-18-000145-index.htm",
"parsed": {
"full_text": "...",
"net_sales": {
"2017-09-30": 2.29234e11,
"2016-09-24": 2.15639e11,
...
...
}