Hey everyone, I’ve been diving deeper into algo trading and one thing that keeps coming up is the challenge of finding solid, reliable market data. Free APIs are great for testing, but they often come with delays, rate limits, or missing data. On the other hand, premium data providers can get expensive fast.
I’d love to hear from others—where do you source your market data for live trading and backtesting? Do you stick to broker feeds, or do you use third-party APIs? And if you’ve dealt with issues like latency or bad tick data, how did you work around them?
Looking forward to learning from your experiences!
I’d love to hear from others—where do you source your market data for live trading and backtesting? Do you stick to broker feeds, or do you use third-party APIs? And if you’ve dealt with issues like latency or bad tick data, how did you work around them?
Looking forward to learning from your experiences!