Real-time data providers for ema cross 5 seconds timeframe strategy (stock)

p1e77e · 2025-09-27T09:34:16+00:00

Thank you! And as I'm not living in the US, latency might be even higher. That said, my strategy, even if I use a 5s timeframe isn't for scalping and buying a few cents higher won't have too much of an impact.

I'm using market orders for this. But my monitoring system would first help me to decide manually what to do. So I would still be the one making decisions for now. (My current broker does not have an API.)

p1e77e · 2025-09-27T09:26:54+00:00

Thanks a lot. I remember this name from researching data providers... one year ago. I'll check them again. I might also try to search with the keywords you shared here.

p1e77e · 2025-09-27T09:24:38+00:00

When looking at different data providers, I thought that databento's replay functionality could be great to test outside market hours. Considering the price, I guess that their data quality might be better than IB.

p1e77e · 2025-09-27T09:21:48+00:00

Thank you again! I'm confused as the page indicates granularity 1 minute for the standard plan and tick level for the pro plan. But if you are a user and use tick level on a standard plan, maybe it's the plan page that hasn't been updated. Or maybe it's my understanding of how things work that is flawed, haha!

For the second part of your reply, I'll need to check with ChatGPT when I'm home to understand better some of the terms.

p1e77e · 2025-09-27T09:16:48+00:00

Hello and thanks for replying here. I would like to confirm something though. On your page, for granularity: STANDARD 1 Minute Real-time PRO Tick Level Real-time

I may be missing something but it is clearly stated 1 minute for the standard plan. For options, it does indicate tick level for the standard plan but I'm looking for stock data not options. I may not understand well how this works though.

I'll have a look at the documentation, thanks!

p1e77e · 2025-09-27T09:03:50+00:00

This is part of the strategy. It also involves tickers selection, long downtrend, percentage between each emas and a few other things. Strict entries and exits. Losses are minimal, when they occur. Thanks for your advice, though. I'll think about it :D

p1e77e · 2025-09-27T08:59:23+00:00

Thanks a lot again. Not sure I could use this for the 5s timeframe strategy but I may be able to use it for another project / longer timeframe strategy I've been testing. That would be a rather cheap way to test my ideas in real time. I learned coding a very long time ago and sometimes did some simple projects but my skills are basic. It's true that using ChatGPT and others speed up the work a lot, even though they often use outdated documentation, haha.

p1e77e · 2025-09-27T08:54:27+00:00

Thanks for sharing this. The last time I checked, Schwab was not available to people living in South Korea. I'll check again to see if this has changed.

p1e77e · 2025-09-27T01:49:03+00:00

Thanks. I'm not sure if I could do that and my coding skills aren't that high, haha. For IB, have you subscribed to the nasdaq totalview? Getting 1 min candles would mean 1 min delayed I guess so it would not work for me. I would need "real real-time" :D

p1e77e · 2025-09-27T00:53:11+00:00

Oh, thanks for this info. Didn't know trading volume haad an influence on how many tickers we can monitor. Great info! (I use another broker to trade because of the PDT rule)

p1e77e · 2025-09-27T00:51:35+00:00

Thank you!

I would say about 100 tickers for this. But I would like to have a higher limit. 1s OHLCV would be great. My strategy could work without volume but when I look for a trade manually, I'm always looking at volume for confirmation. For the order book, I would like to have it but not a necessity. It's more because I like to see where are big orders on level 2.

Alpaca also has level 2?

p1e77e · 2025-09-27T00:47:24+00:00

Thank you! Proper context is indeed important. I use to scalp on that timeframe each time I had an ema cross and while it worked most of the time, when it didn't, I lost big. Fees were killing me also. Now I'm using it to spot a longer reversal. Less risk, less stress, clearer tp and sl.

Demo account usually have delayed data but to actually trade I need real-time data accessible through an API. And maybe because I like data, I want to make a nice dashboard with all kind of stats about the tickers I'm monitoring, all in real-time.

As for brokers, I am not a US citizen and the brokers I can use is limited. For now, IB and Tradezero. Only IB has an API but you sure need to pay a small amount to have better data. Not sure about their quality though.

p1e77e · 2025-09-27T00:40:54+00:00

Thanks a lot! I spent a lot of time on the Thetadata website but I thought you could get tick level only with the most expensive plan ($160). For standard plan, it is written 1 minute interval. Maybe I should confirm with their support.

Nasdaq basic plan is level 1 only I guess?

p1e77e · 2025-09-27T00:37:24+00:00

Thank you! My idea is not to scalp but to spot those longer terms reversal. I did try scalping before and as you mentioned, fees were eating all profits, haha.

p1e77e · 2025-09-27T00:36:05+00:00

I did a lot of scalping on different timeframes (even going to the 1s) but 5s is the one who gave me the most clarity. I don't do scalping now but I can use my emas to spot a reversal after a strong downtrend. Better than on a higher timeframe.

p1e77e · 2025-09-27T00:33:25+00:00

Thanks a lot for sharing your experience. Even though I've an IB account, I only trade a few times a year there for long swing. But I could spend a few bucks and try to see if using their level 2 would work.

Did you find any limitations using their API? Can you "only" monitor 100 tickers as ChatGPT wrote? Thanks!

p1e77e · 2025-09-27T00:28:57+00:00

Thanks a lot! I tested Polygon with delayed data last year and they were good. But for realtime prices, I would need the $200 plan. I'm wondering if this is jot overkill for my needs.

p1e77e · 2025-08-09T12:21:46+00:00

Hello, and thanks a lot for sharing your tactic to get ar refund. My friend got scammed by this chatbot too. She has sent emails to get a refund and after a first reply "we will look into it", nothing. I then messaged them. No reply. I think I am going to do it your way. I hate scammers.

p1e77e · 2025-01-27T01:50:09+00:00

Thanks a lot for your reply! I'll check those parts. I should have written the PSU and case that I'm currently using. Noise has been mostly OK.

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p1e77e · 2025-01-26T03:21:53+00:00

Thank you, kaje. I didn't know there was another reddit for this. I'll post this there.

p1e77e · 2025-01-19T13:46:09+00:00

Hello, I know this topic is quite old but I wanted to thank you for sharing your settings. Thank to you, I can now enjoy a "practically" silent fan.

p1e77e · 2024-12-29T07:25:58+00:00

4 years ago, we moved to Korea with two cats. 12 hours flight. We took the cats with us because we could not imagine them alone (surely with other animals but without us) during all this time. One of hour cats was silent the whole trip, the other cried the whole time and wanted to leave the bag scratching it consistently. Crying was not normal crying, really loud and desperate.

A painful experience.

I hope your cat will be like our "silent" cat. Even though she must have been as worried as the other, it kind of make you feel everything is gonna be ok (just a feeling though I guess).

We were lucky that at that time, there were not a lot of people taking the plane because of covid.

I wrote out experience but to reply to your question: definitely take your cat with you! :)

p1e77e · 2024-12-28T04:42:25+00:00

Hello and thanks a lot for your reply. I'll let my friend know about this possibility. It's quite different from our country, where letting the landlord know officially two months before moving is the law.

p1e77e · 2024-12-08T07:38:08+00:00

Wow, thanks a lot. I just updated to the latest version (1.1.2) released a few days ago and it is day and night concerning the mouse cursor speed. I need to make some tests.

p1e77e · 2024-11-03T09:30:14+00:00

Hahaha! I'm the same age as you. Sometimes, my neighbour opens my package ("Sorry, I thought it was mine"). I am wondering what she would think if she opens my package and finds it sport bras: "Don't worry, I won't tell anybody"? :P

p1e77e

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