I am looking for vendors who provide market depth data. I've looked into NxCore, but there are others I came across as well. If you can share whom you use, pros/cons, it would be super helpful to me. I have used IQfeed in the past, but they don't have historical depth data. I'd even be okay with just going with a provider who gives historical depth and then look for real time after getting my model ready.
Submitted October 16, 2020 at 12:30AM by mrg3_2013