Title says it all, I'm looking to start collecting tick data from various sources in real time and store it for analysis at a future date.
I know I can find historical tick data and just test against that, but I'm actually interested in broker specific feeds and the differences between them.
I've also google-foo'd my way to find a few packages and scripts that claim to do this, but I was hoping someone here might already have gone down this road and could share their experiences and any tools used.
Cheers!
I know I can find historical tick data and just test against that, but I'm actually interested in broker specific feeds and the differences between them.
I've also google-foo'd my way to find a few packages and scripts that claim to do this, but I was hoping someone here might already have gone down this road and could share their experiences and any tools used.
Cheers!