Real-Time Stocks, Options, and Futures Price Data
SpiderRock is a licensed distributor of raw and normalized market data. We offer a client-side API, available in C++ or C#, suitable for turning multicast feeds into individual messages within a client’s proprietary software.
SpiderRock brings together comprehensive derivatives expertise and world-class technology to provide solutions for funds, advisors, traders, and other investment institutions.
Real-Time Market Data Feeds
SpiderRock provides a wide range of raw and normalized low latency multicast feeds covering US equities, options, and futures markets.
We offer a client-side API suitable for turning multicast packets into individual message events within your software. This 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 for consumers of SpiderRock feed products. This API is currently available in C++ and C# versions. Clients interested in accessing our API code can contact us and request a GitHub login.
- Consolidated equity SIP feeds from NYSE (CTA) and NASDAQ (UTP)
- Select order imbalance feeds from ARCA / NYSE / NASDAQ
- Mutual Funds, OTC Markets, Dow Jones feeds, CBOE Indices
All the relevant options market data needed to support access to a wide range of market liquidity from multiple exchange venues in normalized feeds formats that help manage the infrastructure demands and organize different and complex proprietary exchange feeds.
- 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
A full range of 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
Grow Your Strategy With Our Real Time Price Data
SpiderRock can reduce your overall operating expenses without leaving you at a disadvantage in the marketplace as you process the ever-increasing data stream that is the heartbeat of modern trading and risk management. We offer innovative technical solutions to difficult problems and we are a reliable partner that can help you to build and grow your business. We have been a leader in the industry for many years and can provide a wide range of trading and risk management solutions.
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 to deliver both low and ultra-low latency data feed products for institutions, other vendors, and professional trading firms.
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.
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 the risk. This kind of support model is crucial for option traders.
Colocation & Hosted Solutions
SpiderRock offers a variety of solutions for hosting data feeds to meet current and future needs, including latency, risk, and cost.
Our data service is hosted in the SpiderRock Cloud (NY4 / CH2). Clients can consume data feeds in their environment using their feed handlers or C++ / C# APIs. Alternatively, clients can host their software on SpiderRock-owned hardware and access it via remote display technology for a cost-effective fully managed solution. Our service complies with SOC 2 certification.
Raw & Normalized Data Feeds
- SpiderRock offers normalized low latency multicast feeds covering U.S. equities, options, and futures markets.
- 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.
- All 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.
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.
Consult With Us
Please send your data and analytics inquiries to the SpiderRock data team via the contact form below.