Improve your strategies faster
with our raw and normalized market feeds
For users who need regular access to market data, we provide high quality, robust data that includes hard to find derivative analytics at superior speeds.
Key Differentiators
Intelligent normalized feeds to reduce bandwidth load
Custom data delivery solutions built specifically for your needs
Superior derivatives & analytics processing speed
High quality, hard-to-find derivative analytics
Tied into historical datasets so you can backtest strategies quickly
High-touch service with most knowledgeable experts on the street
Compliant with SOC 2 certification
Get the data you need
For funds, advisors, traders, and other investment institutions looking to protect their trading edge
- Our real-time market data and options analytics tie into our historical datasets so you can maximize your edge capture and limit loss between back-tested strategy and execution
- Our solutions merge comprehensive derivatives expertise and world-class technology
- Developed for various investors with individual requirements. Banks, hedge funds, advisors, proprietary trading firms, trading desks, and retail consumers all can use our live market data feeds
Use Cases
Support live trading operations that intended to improve trading edge
Build and test trading strategies and modeling using our highly accurate data
Enhance risk management to optimize investments
Identify real-time trading opportunities and optimize market strategies
Equity Prices, Options Data, and Real-Time Futures Data
Stocks
- Consolidated equity SIP feeds from NYSE (CTA) and NASDAQ (UTP)
- Order imbalance feeds from ARCA / NYSE / NASDAQ
- Mutual Funds, OTC Markets, Dow Jones feeds, CBOE Indices
Options
- OPRA’s raw multicast feed in a reduced bandwidth normalized format
- Complex order books from (PHLX, MIAX, BOX, CBOE, C2, EDGEX, ISE)
- Direct connections to proprietary auction feeds and a normalized auction feed format
Futures
- A full range of real-time futures data from the CME and critical specialty data that supports CBOE volatility (VIX) markets.
- CME consolidated feeds from CME, CBOT, NYMEX, COMEX
- CBOE futures feed on the CFE
Built on world-class technology used by top institutional investment firms
- We use market-tested proprietary methodology to deliver superior processing speed, throughput and accuracy to protect your trading edge.
- We offer a client-side API suitable for turning multicast packets into individual message events within your software
- Our API is optimized for the efficient processing of very high packet volumes and very low latencies.
- The data is available, with source code, free of charge.
- This API is currently available in C++ and C# versions.
Infrastructure Built for Low-Latency
- We run Arista switches and a mix of 10GB and 40GB fiber connections and utilize FPGA data processing and kernel bypass technology
- The primary equity SpiderRock data center is in NY4/5, the Equinix data center in Secaucus NJ. The DR equity and primary SpiderRock data center for futures are in CH2 in Chicago.
- Highly efficient normalization process is provided for several feeds, including OPRA with 10:1 conflation (under 100us translation). A normalized feed is more manageable through a reduced bandwidth profile.
Co-location & Hosted Solutions
- SpiderRock offers a variety of solutions for hosting data feeds to meet current and future needs, including latency, risk, and cost.
- You can consume data feeds directly in your own environment using feed handlers or C++ / C# APIs.
- For those looking for fully managed solution, we also can host your software on SpiderRock-owned hardware with access via remote display technology
- All our services fully comply with SOC 2 certification.
Get An Experienced Team On Your Side
- We have comprehensive trading experience across all assets classes
- We are a team who has a rapid response time and the capacity to handle fast markets.
- We proactively monitor systems for potential failures and react ahead of your call to minimize impact and reduce your risk.
Other SpiderRock Data Products
We also offer multiple historical and real-time price datasets including options, volatility, and futures data.
FAQs About Our Real Time Market Data API
How do you get your real time stock & options data?
SpiderRock connects to multiple and redundant data feed sources in large financial market datacenters. Some connections are direct to exchange venues for proprietary feeds. For consolidated feeds we connect to secondary suppliers who distribute feeds to institutional buyers.
Why are some real time market data quotes delivered on a 15 minutes delay?
Market data is typically supplied in real-time, delayed, and historical formats from exchanges through licensed distributors. For most market data, delayed data and historical data are not generally fee liable, although you may need to register your use with the exchange. As a result of this licensing structure, it is popular to distribute market prices delayed to users who don’t require it in real-time.
What is the latency on your live market data API?
The use of any API will increase the latency of market data. Normalizing or processing the feed is a trade-off between ease of access and speed. The latency impact on any feed is highly variable depending on locations and feed bandwidth at a given time. The typical latency for a SpiderRock API is around 1 ms or less.
How does SpiderRock normalize the market data?
We transform data into structures suited to common processing tasks. For example, we offer a version of an OPRA feed that includes the best and second-best prices and sizes in the marketplace and a bitmask of all participating exchanges. Transformed in this way, it is possible to process the full OPRA feed using a single thread of a single core on a current-generation machine.
All SpiderRock normalized feed products are disseminated in native ticker formats and include the ticker source information in each packet that allows seamless integration of data from multiple sources, even when native tickers collide. In addition, we offer normalized exchange product definition information to help you manage a diverse product environment.
What is the OPRA price feed?
The Options Price Reporting Authority (OPRA) is responsible for aggregating and disseminating price quotations for listed options contracts in the U.S. OPRA provides data feeds to financial firms, brokers, and traders, displaying the national best bid and offer for an options contract or series.
High Quality Data For Your Needs
Looking for a specific dataset? Reach out today and our team will get back to your as soon as possible.