TickView Live Feed
QuantQuote’s TickView datafeed provides realtime stock data in an easy to use solution.
Update: We are no longer providing live or delayed data, only historical public data.
TickView Live Feeds provide low latency US stock market data without excessively high hardware requirements. Unlike some feeds which require specialized dedicated 10GBit connections and have large memory footprints, the TickView feed can be set up on very basic hardware due to its efficient and flexible data delivery methods. TickView provides a consolidated view of the marketplace in a solution that can be set up in minutes without requiring lots of specialized user written code.
The TickView feed aggregates data from the 12 largest venues1 for US stocks and combines them to build a NBBO book. Every trade from the venues TickView scans is recorded along with its size, the venue name, and sale condition. TickView is available over the internet2 in addition to being available within our New York and New Jersey colocation facilities. QuantQuote feed consolidation algorithms are designed to be extremely efficient and add very little latency to the data.
TickView is designed to be scalable from the ground up. This means TickView can grow with your firm and the same code base can be used as you expand. Our hyper-efficient C++ API can process millions of messages per second and can be easily parallelized to take advantage of multi-core processing. TickView can just as easily scale down with our smart burst handling software automatically throttling the messaging rate to accommodate slower connections and hardware.
- TickView combines data from the FINRA Alternative Display Facility and 12 different exchanges into a single easy to use format which can be access via our API. This unified format saves time and money because data from each exchange does not need to be individually integrated by customer software.
Contemporary market volatility can lead to massive spikes in quote messaging rates which can overwhelm network links to client computers or downstream client applications. This can lead to unacceptably long queues and feed delays. TickView’s smart burst handler monitors link performance at all times. When slowdowns are detected, intelligent throttling automatically kicks in to reduce the messaging rate with minimal loss of information. This makes TickView very easy to deploy as burst handling does not need to be done on the client side.
Due to Smart Burst Handling, clients connecting over the internet often do not get every single quote and trade TickView processed during the day. However, our TickView feed service provides free complete backfills at the end of the day making the entire day’s data available, including throttled ticks. This also allows clients to build their own TickView historical database for backtesting and analysis using our data replay software.
For clients connecting from outside of our datacenter, the TickView feed utilizes advanced compression to reduce bandwidth usage by over 90%. Intelligent pipelining and queuing algorithms enable us to send the most relevant data at the maximum rate a connection can sustain. For maximum speed, compression is not implemented for colocated clients as bandwidth is usually not the limiting factor.
The TickView client libraries and code are natively Linux and developed on RedHat/Debian based x86_64 systems. However, the code is platform independent and can work on a wide variety of Linux and Windows distributions (32 and 64-bit). TickView is C++ based, but there are bindings available for Python, Java, PHP, Ruby, C# and Perl.
QuantQuote’s colocation facilities are staffed 24 hours a day, 365 days a year so our technicians are always on site to troubleshoot issues and perform on the spot hardware maintenance. We run multiple support shifts out of our US and Asia offices ensuring our support team is available at all hours.
The following key advantages set TickView apart from the competition:
For colocated systems, the latency from the time the quote is generated at the exchange, to the time it is delivered to client trading applications is between 3-15 milliseconds, depending on the exchange. Latencies are longer for clients receiving data over the internet (exact latencies are highly dependent on server location, approximately 100ms to the West Coast of the US). For more details, please consult our TickView Feed Product Overview. We offer extremely competitive pricing3 with generous trial and setup periods. To get an exact quote please contact sales
1 Please see TickView Feed Product Overview for full list of exchanges. TickView also aggregates data from the FINRA TRF (Trade Reporting Facility).
2 Using TickView over the internet may result in decreased performance due to connectivity and bandwidth limitations.
3 Exchange fees are passed through with no markup.