I use IQFeed for my live trading and tick data . Please add as a data source in SQX. This would allow me to capture tick data for almost all the assets in the US and Canada.
This is a very good opensource project for IQFeed : https://github.com/mathpaquette/IQFeed.CSharpApiClient
There are also ones written in java or c++ if that would be fit into SQX better (https://github.com/Petersoj/IQFeed4j)
From the IQFeed website:
- Real-Time, TRUE Tick-by-Tick Data on US and Canadian Equities (NYSE, NASDAQ, NYSE MKT, Canadian Stock Exchanges) **
- Delayed data on exchanges not being received in real time (exchange fees may apply for delayed data)
- Real-Time Equity/Index Options and Forex Data Available for an additional fee
- Market Depth/Nasdaq Level II data available for an additional fee
- Real Time Index quotes **
- Over 700 market stats/breadth indicators (TICK, TRIN, etc), most of which update every 1 second!
- 180 calendar days of tick history (includes pre-post market) with microsecond timestamps (if available from the exchange feed) ***
- 11+ years of 1-Minute OHLCV historical data on exchanges/data authorized depending upon instrument and when we started collecting data.***
- Forex back to February 2005
- Eminis back to September 2005
- US Stock/Futures/Indexes back to May 2007
- London Stocks and FTSE Indexes back to February 2016
- Up to 80+ years of Daily, Weekly and Monthly OHLCVOI Historical data depending upon instrument and when we started collecting data. †
- Indexes as far back as 1929
- US Stocks as far back as 1994
- Forex as far back as 1993
- US Futures as far back as 1959
- London Stocks and FTSE Indexes as far back as 1985
- Fundamental Data on US stocks
- 500 simultaneous symbols†† can be watched with basic subscription (up to 2500 at a time available for an additional fee)
- Real-Time streaming news from Benzinga Pro, RTTnews.com, PR Newswire, and Business Wire (other newswires available for an additional fee)