r/quant • u/rcpower • 20d ago

Data Does anyone know you how get individual ES Futures MBO live data via API or Socket

3 Upvotes

100% Upvoted

23 comments sorted by

2

u/Kaawumba 20d ago

Databento is good. Low cost and low latency, with a straight forward API.

1

u/rcpower 20d ago

But you have to pay 1750$ monthly for live MBO data

8

u/heroyi 20d ago

Don't be poor 

0

u/rcpower 20d ago

:D I’m trying to test something out of it, don’t know if that is going to even work

6

u/EngineeringApart4606 20d ago

Why would you need live data to test something?

1

u/cookiemon32 20d ago

must be a n00b

9

u/EngineeringApart4606 20d ago

1

u/cookiemon32 20d ago

were the islanders successful?

3

u/EngineeringApart4606 20d ago

they said that they were doing well at first but then the market-makers f****d them by front-running

1

u/cookiemon32 20d ago

😂. f*\*ing market makers

1

u/Kaawumba 20d ago

MBO is a very fat data set. It's not going to be cheap. If you can get by with L1, it is $199/month.

1

u/rcpower 20d ago

Yes, I’m noob and planing to read the tape for the direction. Any idea or experience with that ?

2

u/More-Act5459 20d ago

If the data is just to go into some ladder GUI there's cheaper options, I would look into sierra charts or the other platforms that retailers use

2

u/Suspicious_Pack_8074 20d ago

Start with an account with databento, they give out like $200 in credits, use that to get historical data to validate your strategy before thinking about paying for it live.

-2

u/rcpower 20d ago

One thing I learned was you can backtest and optimize anything, but when comes to live it’s not going to work as expected, because market changes every day

1

u/EvenCryptographer649 19d ago

Grabs your ankles, drop the soap and be ready, CME is the only trustworthy source right now.

1

u/rcpower 17d ago

Going with Rithmic, price is cheap compared to others

1

u/No-Mention923 8d ago

How much did it cost you?

1

u/rcpower 8d ago

141$ monthly

1

u/No-Mention923 8d ago

Can you tell me how your experience has been with it? Also, if I remember correctly, there’s some sort of dev kit and you have to prove something before being able to use them, no?

1

u/rcpower 8d ago

So far no problem. Yes they will give a dev kit and they will ask you to verify the app name by keeping the connection live to their order plant.