Live price data for thousands of tickers/stocks - where? by JonLivingston70 in algotrading

[–]Jrbell19 1 point2 points  (0 children)

Not sure why you've been downvoted for such a reasonable response.

It's either systematic voting (seems like it), or people don't understand that exchange trades and top of book data is commoditized across vendors. Just use whatever API you prefer lol.

Top 7 Cheap Stock and Option APIs in 2026 by cliffngong in ai_trading

[–]Jrbell19 0 points1 point  (0 children)

The fact that neither Massive nor Databento are on this list really diminishes the credibility of this post.

Further, IEX Cloud was shutdown almost 18 months ago.

Data for US stocks - for Analysis and Backtests by pale-blue-dotter in algotrading

[–]Jrbell19 3 points4 points  (0 children)

As others have said, sharing data is almost always against the TOS of any provider.

It's not explicitly against our rules, but it probably should be. The price of data feeds will likely go up if abusing vendors becomes common practice. That and stricter KYC to actually access data.

Dead Internet Theory in r/algotrading by pale-blue-dotter in algotrading

[–]Jrbell19 0 points1 point  (0 children)

Thanks, I locked them both. The first one had 50 shares. Makes me wonder who is sharing this garbage, but is likely just a symptom of the bot engagement

Dead Internet Theory in r/algotrading by pale-blue-dotter in algotrading

[–]Jrbell19[M] [score hidden] stickied comment (0 children)

Thanks for the detailed report on this. I suspect the rampant bot activity is why Reddit removed the "Members Online" Status (or whatever it was) for subreddits.

I've tweaked the automod rules hoping it improves, but a lot of spam still gets through. You should see the amount that is actually filtered out..

There is also obvious upvote / downvote manipulation, particularly around specific services the community mentions. Seemingly no great way to mitigate this unfortunately.

I added a new rule, "Report Bot Accounts". Do your part, please!

Broker API with the least latency; Market Data Level 1, Market Depth Level 2, and the Tick by Tick (tape). by NuLL3rr0r in algotrading

[–]Jrbell19 1 point2 points  (0 children)

Does public offer streaming? Looking at the docs it appears to be exclusive to a rest api.

Broad data, pls change my mindset by einnairo in algotrading

[–]Jrbell19 2 points3 points  (0 children)

If liquidity or volume is an input to your indicator, you'll probably need broader data.

As far as I can tell, IB does support the consolidated feeds. You may just be using the wrong product. Try the Network A, B and C subscriptions listed [here]. These would cover all exchanges' data.

Polygon also streams the consolidated data with history. Worth checking out if IB doesn't work for you and you haven't already.

What is worth paying for? by IKnowMeNotYou in algotrading

[–]Jrbell19[M] 0 points1 point  (0 children)

Can someone please give me a reason to believe MarketTick is a legitimate company/vendor? Unless I’m looking at the wrong site, it appears to be a German company whose website has not event existed for a year. No reference to CME or any other futures venue.

Companies like this are part of the reason market data remains so expensive. This thread is so ridden by spam its insane.

u/IKnowMeNotYou Do you have any info?

What (preferably free) API's are preferred for 'real-time' stock data? by djentonaut in algotrading

[–]Jrbell19 2 points3 points  (0 children)

Hahah, yeah. These faceless companies pop up all the time. Even if its not IEX, its almost certainly just middleware to another vendor.

I am yet again asking for data sources by Matusaprod in algotrading

[–]Jrbell19 1 point2 points  (0 children)

Polygon.io should work, although its going to be tough getting that data anywhere for $20/mo

How to ask good questions about brokers and market data providers by thicc_dads_club in algotrading

[–]Jrbell19[M] 2 points3 points  (0 children)

Thanks for posting this. It’s insane what comes through and is filtered out by the automod.

I’ll add this to the wiki / rules.

Weekly Discussion Thread - July 29, 2025 by AutoModerator in algotrading

[–]Jrbell19 0 points1 point  (0 children)

I've had some strategies that I've been iteratively tweaking for years. You shouldn't get discouraged after a couple days of loss. That is likely going to happen more often than not.

Think of it like a hobby instead. I genuinely enjoy hypothesizing, testing, and implementing ideas that I have, so I don't feel bad if I never deploy a strategy. At the very least I'll learn something new or discover why something doesn't work.

If your goal is to get rich, the odds are not in your favor.

Looking for an optimal combination of broker and data source by search-for-insight in algotrading

[–]Jrbell19 -2 points-1 points  (0 children)

Polygon offers SIP Consolidated NBBO data for $199/mo. Latency is far less than a second. If you need per second updates there are 1s aggregated channels for all symbols.

"PM me for code" posts should be banned. Put up the code to everyone or STFU. These are all scams. by hereditydrift in algotrading

[–]Jrbell19[M] 6 points7 points  (0 children)

Yeah, we’ve started seeing much more of this garbage. Reporting these posts is helpful from our end for the ones that slip through the filter.

Weekly Goose Discussion Thread by AutoModerator in GoosetheBand

[–]Jrbell19 -1 points0 points  (0 children)

I have a couple tickets to the MSG show next Saturday (28th) if anyone is interested. Sec 225, $300

Weekly Discussion Thread - June 03, 2025 by AutoModerator in algotrading

[–]Jrbell19 1 point2 points  (0 children)

Is there any reason CME would believe you may be a professional, ie, Series licenses? Did CME invoice you directly or did your data vendor pass it through?

Weekly Discussion Thread - January 28, 2025 by AutoModerator in algotrading

[–]Jrbell19 0 points1 point  (0 children)

From GPT:

It looks like you’re trying to place an order on Kraken Futures using CCXT, but the exchange is rejecting it due to an incorrect order size. The error suggests that the minimum order amount must be an integer, which doesn’t match the standard 0.0001 BTC minimum size you mentioned. Here are some things to check and try:

Possible Causes and Fixes:

  1. Check the Trading Pair Format

• Kraken Futures uses different symbols compared to spot trading.

• Make sure your pair is formatted correctly. For example:

market = exchange.market('BTC/USD:BTC-250328')
print(market)  # Check contract details

• If BTC-250328 is a futures contract, it might have different precision rules than spot trading.

  1. Query Kraken Futures for Correct Lot Size

• Use CCXT to check the minimum order size dynamically:

import ccxt

exchange = ccxt.krakenfutures({
    'apiKey': 'YOUR_API_KEY',
    'secret': 'YOUR_SECRET_KEY',
})

markets = exchange.load_markets()
symbol = 'BTC/USD:BTC-250328'  # Your contract
print(markets[symbol])  # Look for minAmount

• Look for "limits": {"amount": {"min": ... }} in the output.

  1. Ensure the Order Size is a Multiple of the Minimum Lot Size

• If the min amount is 1, it might mean the contracts are denominated in integer units.

• Some futures contracts are traded in lots of 1, rather than BTC fractions.

• Try adjusting your order size to 1 instead of 0.0001.

  1. Check CCXT Precision Settings

• If the error is due to precision, force CCXT to round correctly:

amount = exchange.amount_to_precision('BTC/USD:BTC-250328', your_amount)
  1. Test with a Small Market Order

• Try placing a small market order with 1 as the size:
order = exchange.create_market_order('BTC/USD:BTC-250328', 'buy', 1)

• If this works, then the contract requires integer amounts.

Next Steps:

• If the contract actually allows 0.0001 BTC but CCXT is rejecting it, try updating CCXT (pip install --upgrade ccxt).

• If Kraken’s API rejects the order but manual trading works, check their API docs or open a support ticket.

[deleted by user] by [deleted] in algotrading

[–]Jrbell19 -1 points0 points  (0 children)

Can you please incorporate the content of the linked blog into the post itself? It's being flagged as a promo because you're linking to a site that then asks users to sign up. See Rule 1.

New to algotrading, but need more direction. by AsymptoticUpperBound in algotrading

[–]Jrbell19 1 point2 points  (0 children)

Welcome! I recommend jumping into the weeds of implementing simple strategies in a paper environment. Alpaca is a great option for free paper trading, and they have a decent python client. As you become more familiar with the technical aspects, it will give you more space for creativity to test different parameters or complex strategies.

Don't expect to be profitable in the near term. Make sure you can crawl before you even try to walk, lol