IB is not expensive at all. If you do a few trades a month it's free, otherwise it's $30-70 for most endpoints you'd want. If you're paying per symbol (instead of per endpoint) something is wrong with your setup. IQF is generally more expensive but better.
See also http://quant.stackexchange.com/questions/37/what-broker-feed-apisetup-allows-for-recording-the-most-accurate-data-cheaply On Thu, May 30, 2013 at 10:42 AM, Miguel <[email protected]> wrote: > IQFeed fees are available in > http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees They also > offer a waive program for CME fees so that your fees are waived if you have > a funded account with Interactive Brokers. I don't know if the level2 > market data is waived or is just for level1 data. You will have to pay 50$ > for setup, 68$ monthly plus exchange fees. > > There is 1 month of demo in which you don't pay the setup and maintenance > fee, just exchange fees. > > The feed is a windows executable that connects to IQFeed servers. Then you > have to connect through sockets to localhost and request the contract data > you want. My trading workstation is linux, and I run the windows IQFeed > executable using wine without problems. > > On Thursday, May 30, 2013 9:59:08 AM UTC+2, Borg Alexander wrote: >> >> Miguel, >> >> this sounds interesting. What is the cost structure of the level 2 data, >> which I believe is book data (how deep?), from IQfeed (including exchange >> fees)? >> >> With IB you have 3 (concurrent) Future Symbols for free. In order to have >> 5 I had to buy 4 so called booster packs ($30/month each). >> >> This is quite expensive. I wonder if I could have more for less $$ with >> IQFeed. >> >> Alexander >> > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader?hl=en. > For more options, visit https://groups.google.com/groups/opt_out. > > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
