I subscribed to activetick yesterday and started using their market data api today. So far I’ve tested their historical tick data and real time streaming tick data and both are working fine. I can’t comment on the accuracy of the data yet but the api is straightforward and the documentation seems to be accurate. See: ActiveTick MarketFeed API Reference
For futures tick data you need their professional MarketFeed subscription ($99.95/month) plus the cme exchange fee which is $105/month.
Sorry I can’t offer much more than that but at least activetick seems to deliver as promised where tradovate does not.
I just evaluated ActiveTick’s MESZ2 feed and they unfortunately aggregate individual trades that happen very close together in time. If there were trades of size 1, 1, 2, 1 all within a few milliseconds of each other, ActiveTick reports a single trade of size 5. Interactive Brokers also does this which is why I turned to Tradovate’s API in the first place. Tradovate did not aggregate the tape.
I told support that CME has still not replied to me and I wanted to know how much I would have to pay and if there was further clarification they could provide about the steps to get access to the API. They just told me to contact CME and left it at that.
Regarding Tradestation only cons is you need $10 K. Do someone know if some of the leaders are still working in here??? I have tried to reach them about this incredible issue and they are not answering
Thank you all for the information on alternatives. I’ve been shocked that Tradovate did not release documentation on how to get reconnected and even more shocked nobody at Tradovate has come in to do some PR on this thread over 9 days. I will also be exploring alternatives and will start with some of the above mentioned options.
I got the ILA from CME and the API is working again for market data. I signed up for AcitiveTick while waiting for the ILA but could not align their tick stream with CME/Tradovate (as someone mentioned in another comment) and gave up on ActiveTick (at least for now).
Are you guys saying that the realtime data described in the documentation doesn’t work?
If so that’s baffling… no idea why anyone would pay $25/month if what’s documented doesn’t even work!
I’m currently running into an issue where I always get websocket: close 1000 (normal): Bye when I try to subscribe to md/subscribeQuote… thought it was an error from my side but looks like live data streaming just doesn’t work!!!