NxCore Overview

NxCore Market Data is broken out to the exchange level (not down to the symbol level, like some vendors). There are also no symbol limits, so for every exchange that you’re subscribed to, you’ll get every symbol in that exchange. NxCore is the only Internet based market data solution available that delivers this level of coverage. Subscribing to NxCore is like having a direct connection to the exchanges at a fraction of the cost.

NxCore Overview

NxCore Market Data is broken out to the exchange level (not down to the symbol level, like some vendors). There are also no symbol limits, so for every exchange that you’re subscribed to, you’ll get every symbol in that exchange. NxCore is the only Internet based market data solution available that delivers this level of coverage. Subscribing to NxCore is like having a direct connection to the exchanges at a fraction of the cost.

Features

NxCore is revolutionary, offering significant features not found in even the most expensive data feeds. NxCore automatically corrects for any break in connectivity, regardless of length of time, is restored at the exact next quote or trade in the feed.

This feature brings several valuable benefits:

Identical Data

Your development network will have identical data as your production network. Even if your development occurs on the other side of the globe.

NxCore Tape

Storing and maintaining time, trade and quote data is greatly simplified. Each day’s trades and quotes for all the exchanges your account has subscribed to are stored in a single file called an NxCore Tape. [read more]

This NxCore Tape is identical to any other NxCore Tape produced for an account with the same subscriptions. Even if one account received the feed on a cable modem at home, and another received it on a dedicated 10Gbit circuit in a data center.[/read]

Your Software

Your custom software developed for the NxCore API does not have to deal with the meticulous algorithms involved when switching to real time processing from historical processing. [read more]

Regardless of whether the tape is real time or historical, NxCore data always appears as a continuous stream of quotes and trades.[/read]

NxCore is Rich in Content

Every real-time quote and trade update includes additional valuable data elements immediately accessible by your software, saving significant CPU and memory resources, and development time. NxCore brings these elements to your software blazingly fast — 5,000,000 quote/trade updates per second on a 2.9 GHz processor.

Benefits

  • Full Market Data

  • No Symbol Limits

  • Millisecond Timestamps

  • Auto Corrects for Connectivity Failure

  • Highly Compressed Data

  • Requires Less Bandwidth

  • Requires Less Processing

  • Requires Less Storage

  • Simple API

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Quote Updates

Each quote update includes:

  • Standard bid/ask price, and size and regional exchange or firm making the quote.
  • Exchange Timestamp with millisecond resolution.
  • The bid and ask price and size changes from the last quote from the regional exchange.
  • The National Best Bid and Offer, including size, and exchange as disseminated by the Exchange Authority. These elements are immediately accessible with every regional quote, not just quotes with a BBO appendage.
  • The bid and ask price and size changes from the last National Best Bid and Offer.

Trade Updates

Each trade update includes:

  • Standard trade price, size, condition, reporting exchange and exchange timestamp.

  • Original exchange sequence number assigned to the trade by the exchange.

  • Open, high, low and last for the symbol including this trade update.

  • Previous day’s close adjusted for ex-dividends and splits for computing the proper net change.

  • Total volume and tick volume for the session including this trade update.

  • Special flags indicating whether the trade condition is eligible to update the open, high, low and last fields according to exchange rules. These are in addition to flags indicating whether the trade made a new high or low.

  • Elements indicating whether the trade occurred at the bid or offer price of the regional exchange and the National BBO if present.

  • All trade corrections and deletion information as received from the exchange. Plus, the resulting correction is applied in real time by the NxCore feed processors, including any changes to the open, high, low, close, volume and tick volume fields.

A Simple API

NxCore features a simple API that uses a few fixed structures and a callback function. It’s an API that is designed to last, with zero or minimal changes. The NxCore API has survived thousands of builds and many releases.

Overview

NxCore Streaming Data is Unique

NxCore is revolutionary, offering significant features not found in even the most expensive data feeds.

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Subscriptions

Subscribing to NxCore is Easy

Start with a free trial. No obligation required. When you’re ready to go, we offer annual subscriptions with discounts.

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Historical Data

2004 to Present Day

Use historical NxCore market data for analysis, market predictions, AI, research and backfilling.

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