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Accessing Official Real-Time and Intraday Exchange Data

Article Quant Q&A · Author: nodebase
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Summary

The document discusses where to obtain official real-time and intraday market data for venues such as US stock exchanges and CME. It distinguishes free, limited ways to explore data from the paid access typically required for raw exchange feeds. Suggestions include a historical tick-data sample covering the 2010 flash crash and collecting publicly displayed quote data, though the latter may be delayed by seconds.

The main practical lesson is that exchange data access is governed by licensing and fees, and freely viewable market information is not equivalent to an unrestricted raw feed. The suggestions are informal and aimed at hobby projects; they do not explain how to parse exchange protocols, compare vendors, or establish current availability. The cited free sample is a single historical event, so it is not evidence of broad free access to intraday data.

Key ideas

  • Official raw real-time exchange feeds generally require paying access fees.
  • Publicly displayed financial data may be delayed and may not provide a raw feed.
  • A historical tick-data sample from the 2010 flash crash is offered as a free exploration resource.
  • The proposed free-data approaches are informal and do not establish comprehensive exchange coverage.

Tags

Market microstructureExecutionEquitiesFutures
Full text
# Free access to official real-time and intraday data for exchanges


# Free access to official real-time and intraday data for exchanges












Where can I obtain all official real-time and intraday data for exchanges — NASDAQ, NYSE, AMEX, OTC, CME, etc?

I feel like the raw data is out there to be consumed and parsed at no cost (except the labor to actually make sense of the data). I want this information because I'm building a few tools for fun and out of pure interest.

## Answer by Rusan Kax (score 3)

https://quant.stackexchange.com/a/15899

+1 for "feeling like the data is out there to be parsed for free". lol

If data is just for toys, do:

- http://www.dxfeed.com/historical-tick-data/

They offer (free) tick data for May 6 2010 (flash crash).

- Scrape google.



## Answer by Kyle Balkissoon (score 0)

https://quant.stackexchange.com/a/15898

You can try to scrape it from google finance for some US stocks in "real time", however there may be seconds of delay.

Generally you need to pay exchanges an access fee for raw real time data, and they guard these feeds quite jealously.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.