https://www.dxfeed.com/consolidated-data-feed/cta/
Supposedly DXfeed can now supply NYSE/ARCA data for U.S. equities? If this is the case, will Bookmap be incorporating this new data source? It would be very useful for equities traders.
Dxfeed NYSE/ARCA Data for U.S. Equities
-
sawtooth500
- Posts: 14
- Joined: Tue May 12, 2020 8:57 pm
- Been thanked: 9 times
-
latnemele
- Posts: 39
- Joined: Wed May 13, 2020 12:27 am
- Location: Europe
- Has thanked: 12 times
- Been thanked: 6 times
Re: Dxfeed NYSE/ARCA Data for U.S. Equities
I would also want to know if there are any plans to add this, dxFeed lists the available connections here: https://www.dxfeed.com/market-data/equities-etfs/
-
thomasar676
- Posts: 5
- Joined: Sun May 16, 2021 5:47 pm
- Has thanked: 1 time
- Been thanked: 1 time
-
yasir_said
- Posts: 7
- Joined: Tue Dec 07, 2021 3:45 pm
- Has thanked: 3 times
- Been thanked: 1 time
Re: Dxfeed NYSE/ARCA Data for U.S. Equities
That's fantastic, I really hope bookmap allows this subscription and would greatly appreciate it.
So many times there's a massive order on ARCA that I'm just completly oblivious too until someone else shares it with me.
So many times there's a massive order on ARCA that I'm just completly oblivious too until someone else shares it with me.
Re: Dxfeed NYSE/ARCA Data for U.S. Equities
+1 for me too on this
I recently tried the new Omnifeed US Equities Bundled data and it doesn't work well for me. It does have Nasdaq Totalview, NYSE Openbook and ARCA but it is missing EDGX. The big thing for me is that it doesn't have historical data for many stocks I trade. DXfeed will download history for anything.
I trade many symbols a day depending on the action so I need to be able to pull up a new symbol and see what happened in the last few hours but only DXfeed allows this as of right now.
I recently tried the new Omnifeed US Equities Bundled data and it doesn't work well for me. It does have Nasdaq Totalview, NYSE Openbook and ARCA but it is missing EDGX. The big thing for me is that it doesn't have historical data for many stocks I trade. DXfeed will download history for anything.
I trade many symbols a day depending on the action so I need to be able to pull up a new symbol and see what happened in the last few hours but only DXfeed allows this as of right now.
Re: Dxfeed NYSE/ARCA Data for U.S. Equities
https://www.cboe.com/us/equities/market_share/
The above link shows the current avg volumes for all major US stock exchanges. As of January 2024 for the average Nasdaq stock only 39.4% of the non dark pool volumes are traded on the Nasdaq exchange. Only 12.9% of Nasdaq volumes trade over EDGX while 19.3% of Nasdaq volumes trade over ARCA. Yes it is an annoyingly fragmented market for anyone trying to get clear data on the market but since we appear to have now lost Omnifeed us stock traders are again left at a significant disadvantage which only gets worse if you trade non-Nasdaq stocks. While it is good to have NBBO that is only Level 1 top of book bid/ask which already overlaps with the Totalview and EDGX feeds.
Please bring ARCA data back into the Bookmap offering (preferrably through DXfeed). It would be a significant boost and with Nasdaq, EDGX and ARCA combined we could have 71.6% of all non-dark pool volumes on Nasdaq stocks which would be pretty decent.
The above link shows the current avg volumes for all major US stock exchanges. As of January 2024 for the average Nasdaq stock only 39.4% of the non dark pool volumes are traded on the Nasdaq exchange. Only 12.9% of Nasdaq volumes trade over EDGX while 19.3% of Nasdaq volumes trade over ARCA. Yes it is an annoyingly fragmented market for anyone trying to get clear data on the market but since we appear to have now lost Omnifeed us stock traders are again left at a significant disadvantage which only gets worse if you trade non-Nasdaq stocks. While it is good to have NBBO that is only Level 1 top of book bid/ask which already overlaps with the Totalview and EDGX feeds.
Please bring ARCA data back into the Bookmap offering (preferrably through DXfeed). It would be a significant boost and with Nasdaq, EDGX and ARCA combined we could have 71.6% of all non-dark pool volumes on Nasdaq stocks which would be pretty decent.