How It Works | Data Feeds

Realtime Stock data feeds are the stream of tick data that is used to build bar data or Open / High / Low / Close Values.

Choosing a Data Feed

When I began this project I considered using services like Quantopian, Quantconnect or Backtrader. But the goal was to detect trade ideas real time. Backtesting services would not in this situation. Realtime data services provide a flow of tick data (individual trades) that you can use to build bar data. This data feed is called a socket and it's similar to a water spigot. When you turn on the water you need to make sure you catch all the drops. If you miss any of the drops your data becomes inacurate. Real time data isn't cheap and you odviously get what you pay for. Some of these services offer the bar data in preset formats like 15 minute bars or 1 day bars. If your just getting started this is much easier to work with than building the bars from tick data.

Step: 1

Your currently on step 1,
"The Overview". For the next step in the series, click below.

Here are Some Data Feeds That are Affordable, However They Will Only Let You Collect a Few Hundred Symbols at a Time

Activetick LLC
Tick Data and Bar Data


Tick Data and Bar Data


Tick Data and Historical Bar Data


How This Application Collects Historical Stock Data

How It Works Series