Market Data Vendors

Data Consolidators:

Bloomberg
IDC Comstock
Reuters

Reuters

rdf - reuters data feed
rdf-d - reuters data feed direct - напрямую с биржи

Reuters Data Feed Direct (RDF-D)

Reuters Data Feed Direct (RDF Direct) is an ultra-low latency feed handler that delivers data directly from an exchange to a customer’s site (i.e., not consolidated). It delivers data in an IDN like format to either direct-connect applications or via the low latency RMDS.

RDF Direct has full support for Level 2 feeds, giving you programmatic access to Full Order Books and Market Depth data using the new Open Message Model (OMM). The RDF Direct service can be tailored to your requirements, with the ability to suppress any fields on a per venue basis, or the ability to derive fields like accumulated volume, net change, etc.

RDF Direct is also a fully managed service: Reuters provides, supports and maintains all hardware and software. We also offer remote 24/7 monitoring to manage the RDF Direct Servers.

Bloomberg

Wombat

Wombat раздает данные напрямую с бирж