Realtime Datafeed via an API (for NSE FNO/CM, preferrably Level 3/Tick-By-Tick)

Giraffe

Well-Known Member
#1
Does anyone know of any providers that provide realtime market data for NSE FNO/CM via an API (Application Programming Interface).

Data feed should preferrable be Level 3 or Tick-by-Tick (by NSE classification).

Would prefer a local(Indian) provider. International data providers seem very expensive. Also want to save some precious forex for Arun Jaitley Sir...:p :rofl:

Progress so far in the search is:
1.Cogencis (Indian)
There pricing is exorbitant and just plain stupid. Even international data providers are not so much expensive. Rs. 5,50,000 for Level 1 data.

2.GDFL
Already send an enquiry about pricing, awaiting reply.
Problem: Provides only Level 1 data, one year contract mandatory.
But it might be most genuinely priced of all.
Might try with level 1 if not find any other option.

3.Factset
Will enquire about it.

4.Fidessa/Activ Financial
No idea about pricing. Haven't enquired yet.

5.Other international providers like Realtick / Barcharts etc.
Realtick API pricing is $300-$650 pm + Rs 600 exchange fees.
Barcharts is I suppose upwards of $1000 pm.

6.Last but not least, use C++ RTD client present in this forum. Tweak it for catching data from terminal. Lots of headache as I am not yet very proficient in C++.
Limitation: Can only view limited symbols. Not much use of API if only few symbols can be tracked.
 

TradeOptions

Well-Known Member
#2
Does anyone know of any providers that provide realtime market data for NSE FNO/CM via an API (Application Programming Interface).

Data feed should preferrable be Level 3 or Tick-by-Tick (by NSE classification).

Would prefer a local(Indian) provider. International data providers seem very expensive. Also want to save some precious forex for Arun Jaitley Sir...:p :rofl:

Progress so far in the search is:
1.Cogencis (Indian)
There pricing is exorbitant and just plain stupid. Even international data providers are not so much expensive. Rs. 5,50,000 for Level 1 data.

2.GDFL
Already send an enquiry about pricing, awaiting reply.
Problem: Provides only Level 1 data, one year contract mandatory.
But it might be most genuinely priced of all.
Might try with level 1 if not find any other option.

3.Factset
Will enquire about it.

4.Fidessa/Activ Financial
No idea about pricing. Haven't enquired yet.

5.Other international providers like Realtick / Barcharts etc.
Realtick API pricing is $300-$650 pm + Rs 600 exchange fees.
Barcharts is I suppose upwards of $1000 pm.

6.Last but not least, use C++ RTD client present in this forum. Tweak it for catching data from terminal. Lots of headache as I am not yet very proficient in C++.
Limitation: Can only view limited symbols. Not much use of API if only few symbols can be tracked.
These might be of some interest -

eSignal Consolidated Feed API -
http://www.esignal.com/development-tools/consolidated-data-feed-API.aspx?tc=

Global Datafeeds APIs -
http://www.globaldatafeeds.in/globa...es_and_options_capital_market_cm_segment.html

Dissecting the Nest Plus Auto Trading API -
http://www.traderji.com/algo-automated-trading/87324-dissecting-nest-plus-auto-trading-api.html


If you just need to get the NSE data inside excel etc. then eSignal Qlink addon also works well.
Or do you want to feed the data into some custom made platform etc. ?

Regards
 

Giraffe

Well-Known Member
#3
These might be of some interest -

eSignal Consolidated Feed API -
http://www.esignal.com/development-tools/consolidated-data-feed-API.aspx?tc=

Global Datafeeds APIs -
http://www.globaldatafeeds.in/globa...es_and_options_capital_market_cm_segment.html

Dissecting the Nest Plus Auto Trading API -
http://www.traderji.com/algo-automated-trading/87324-dissecting-nest-plus-auto-trading-api.html


If you just need to get the NSE data inside excel etc. then eSignal Qlink addon also works well.
Or do you want to feed the data into some custom made platform etc. ?

Regards
Yup, considering these.
NEST API: Cheapest option but most fussy. Symbol limitations. Terminal Hanging issues. C++ RTD client that I mentioned will be this method. No backfill of tick data however. Can get data of CM/FNO/MCX

GDFL: Only Level 1 data, total cost exceeding that of esignal. No backfill of historical time and sales. So basically its similar to NEST API except that it would cost upwards of 130K annually. Data of only FNO segment.

Esignal: Level 1 only. It may be surprising, but with there present offer (33% off) going on, it is the cheapest options compared to Indian providers....:lol: Even at full price its cheaper than GDFL.
[I am talking of SDK/tools, which i think might suffice for my needs.]

Consolidated feed API I will enquire later. No word on its pricing. Its by enquiry only.
 

Giraffe

Well-Known Member
#4
Omneysys / Symphony Also providing TBT feed but only for internal consumption on local LAN. Don't know whether we can create a connection from there to receive data over internet. Also loads of technicalities for algo trading permission (exam, approval,etc):(
 

mastermind007

Well-Known Member
#8
Does anyone know of any providers that provide realtime market data for NSE FNO/CM via an API (Application Programming Interface).

Data feed should preferrable be Level 3 or Tick-by-Tick (by NSE classification).

Would prefer a local(Indian) provider. International data providers seem very expensive. Also want to save some precious forex for Arun Jaitley Sir...:p :rofl:

Progress so far in the search is:
1.Cogencis (Indian)
There pricing is exorbitant and just plain stupid. Even international data providers are not so much expensive. Rs. 5,50,000 for Level 1 data.

2.GDFL
Already send an enquiry about pricing, awaiting reply.
Problem: Provides only Level 1 data, one year contract mandatory.
But it might be most genuinely priced of all.
Might try with level 1 if not find any other option.

3.Factset
Will enquire about it.

4.Fidessa/Activ Financial
No idea about pricing. Haven't enquired yet.

5.Other international providers like Realtick / Barcharts etc.
Realtick API pricing is $300-$650 pm + Rs 600 exchange fees.
Barcharts is I suppose upwards of $1000 pm.

6.Last but not least, use C++ RTD client present in this forum. Tweak it for catching data from terminal. Lots of headache as I am not yet very proficient in C++.
Limitation: Can only view limited symbols. Not much use of API if only few symbols can be tracked.
I have API that sends data thru it (It is not at tick level but it is not a minute level either). Yesterday, it got 14900 ticks for NIFTY SPOT (about 40 feeds a minute). For NIFTY F1, it got 15854 (about 42 feeds a minute)

API is such that you can actually use it to execute trades with absolutely zero charting... ....
 

Giraffe

Well-Known Member
#10
I have API that sends data thru it (It is not at tick level but it is not a minute level either). Yesterday, it got 14900 ticks for NIFTY SPOT (about 40 feeds a minute). For NIFTY F1, it got 15854 (about 42 feeds a minute)

API is such that you can actually use it to execute trades with absolutely zero charting... ....
True. Level 1 data usually comprises 15 to 20K ticks in Nifty F1.
But its not all ticks. It contains many clubbed ticks, especially during high volume times of the day. Also you can see the obvious discordance between the last traded qty and volume jumps. They don't match.
 

Similar threads