Full market depth & API

[dardar]

Hi guys,

I need to something as close as possible to full market depth (I know about iceberg/hidden thanks) and to be able to access it from an API.

I have IB account but I would like something deeper.I found IRESS, what they are providing is perfect but their pricing is frankly out of my range, I am only student and it is for research purpose, I can not pay $1200/month (and they say it is a discounted pricing for student/Uni !!! ).


I have seen commsecIress, I have sent them an email, I do not know their pricing yet and if I can use an API to access their datafeed.

any other suggestion ?

Thanks

 

[Richard Dale]

Also try:
Paritech Pulse
eSignal

I'm not sure of the extent of their market depth (order book) coverage though.

 

[cutz]

I have seen commsecIress, I have sent them an email, I do not know their pricing yet and if I can use an API to access their datafeed.

I assume you won't be trading so commsecIress will cost you about 80 bucks a month.

I use it to connect to excel but full depth doesn't dynamically update, ring them up and ask for a demo to see if it suits your needs before committing.