I've been working on a swing trading strategy algorythm for the last 3-4 months (with Amibroker) and it gives now very good result when doing backtest on it with EOD data (1m interval) over the last 6 months (since january). I'm now ready to test it in realtime but I'd like to know if there is a feed provider that could offer a feed for a watchlist of 1000 stocks (US), please?
I'd really like to use Amibroker with this feed, if possible, as I have developped a pretty complex algorythm but everything can be done.
Automated buy and sell, no short selling required for now, US stock only. For sure, a good price would be interesting but I know that feeding real time quotes for up to 1000 stocks at a time could be hard to find.
I'm open to suggestion please. I'll read whatever will be suggested.
I already have an IB account and I'm pretty new to it (2-3 weeks). I know IB offer a basic stream of 100 stocks at a time (with a possibility to add 8 more packages, if I'm right, but at 30$/pack, it could do > 250$/month. I'm just wondering if there's other solutions at a better price.
I'm afraid I can't recommend you one specific data provider meeting your criteria (because I'm focused on my local Polish stock market and have little experience with US data providers), but you might start from reading the thread below. I'm sure you will find lots of useful information and tips regarding this topic:
Additionally you may follow the links which you can find below the first post in that thread:
WOW. Thanks for sharing your knowledge. There's so much information here. I wish I could know everything right now. Just today, I missed 4 rides and among them, a 5% gain on COOL, this morning at 10h45.
I'll probably have to do some fine tuning on the algo when testing it live but I think the heart of it is there.
Thanks a bunch. I'do my reading and tests in the next days. Maybe, I should post a few other questions if I cant find what I'm searching for.