Sourcing High-Frequency Market Data for Multi-Symbol Charts

Summary

The document asks where to obtain real-time market data at millisecond or microsecond intervals for charting many symbols together. The team describes a visualization workload involving hundreds or thousands of feeds and says its desired feed would combine selected symbols to simplify parsing and synchronization. It reports that its existing high data rates came from simulated market data, which the author considers unsuitable for practical use.

The only response suggests using instruments listed on Binance, including cryptocurrencies and derivatives, as a relatively inexpensive source. It cautions that not every feed will update every second, though many may. This is a limited suggestion rather than a detailed data-vendor comparison: the document provides no measured latency, coverage guarantees, specific service terms, or evidence that the suggested source meets microsecond requirements. It is most useful as an initial lead for investigating exchange data feeds, with actual update rates and symbol aggregation left to verify.

Key ideas

• The use case is charting many market feeds at very high update rates with low latency.
• A combined feed for selected symbols could simplify synchronization and reduce application parsing overhead.
• The response suggests exchange-listed crypto and derivatives data as a potentially inexpensive source.
• Feed update frequency may vary by instrument, and the suggestion is not backed by latency measurements or coverage details.

Tags

# Getting data from hundreds of data feeds and visualizing it, millisecond interval or less


# Getting data from hundreds of data feeds and visualizing it, millisecond interval or less












Our team is working with extreme real-time charting technologies. Now we are developing web charts to visualize hundreds or even thousands of data feeds the same time. Using 1000 data points or more / second, each chart. Aiming for lowest-possible latency.

Check also these video clips. Zooming of microsecond-precision data Microsecond-level zoom, and 400 charts scrolling video 400 charts scrolling

Is there any free or paid service where we can get real-time data with 1 millisecond interval, or microsecond interval? The data feed should be arranged so that all selected stock symbols are supplied in the same feed, if possible. That would make the parsing and synchronization of different symbol easier and cause less overhead in the application.

Currently we have only been able to get this kind of data rate by generating virtual market data ourselves... Which is apparently useless in real applications.

## Answer by Bob Jansen (score 1)

https://quant.stackexchange.com/a/68574

You could use all things listed on Binance. They list a lot of cryptocurrencies and one a lot of them also a number of derivatives. The data should be cheap to get.

Not all feeds will have new information ever second but I think a lot of them will.

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