Any brokers or datafeed vendors, that provide subscribed symbols data in the form of individual trades executed as they are executed, more on the lines of something like a trade book. Any standalone, web based application, or api. Anyone having leads about the same.
Have checked the usual datafeed vendors (Truedata, GDFL). They provide a one second snapshot feed, not the data I need. Also, Gocharting provides this but, it is impossible to analyse multiple symbols using it. Any help will be appreciated.
Are you referring to something like this
Tradingview DOM
Real Time Trade Window
Both taken from the interfaces a broker provides.
Yes, I need something on the lines of 2nd picture. DOM will display only the orders at the different price levels. I need details of individual trades executed as they happen in real time. Could you please guide further on broker providing this?
Edit: Can you confirm if trades executed data is on as it happens basis and not on a consolidated basis(like a second snapshot feed provided by majority datafeed vendors servicing retailers) since for a highly liquid symbol, like Nifty future it is very much likely that multiple trades happen under a second(during start and closing of market).
Traded quantity will basically translate to the volume that is traded and won’t be the same as trades that are executed
Example:
- If i sell 50 lots and 25 people buy 2 lots each. Traded quantity = 50 but trades executed = 25
2 If i sell 50 lots and someone buys 50 lots
Traded quantity = still 50 but trades executed = 1
What the pic shows is 1 sec snapshot. Brokers and most of the datafeed vendors get only 1 sec snapshot data. If you want tick by tick you need to subscribe for a higher level datafeed from NSE which is very expensive and you need to be on a collocated server at NSE to actually act upon it.
Co location won’t be an option for me presently. Any idea on brokers providing DMA?
I found out about Estee Advisors situated in Gift city.
But, is anyone here actually familiar with them?
