Many members in NxTrade are the result of this processing and are therefore unique to NxCore. Hot Lists – Click to launch Hot Lists application. Symbol Types – Opens Show Symbol Types dialog, where instrument type can be selected by checking or omitted by unchecking. The second message type is MMQuote , market maker quotes. This message type is by far the most active of all messages your callback will receive depending of course on the exchanges you request. Nanex gathered and managed the data, the API, etc. The fourth message type is Category , categories.

nxcore api

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All the messages contain the data required to complete analysis or to trade.

NxCore is no longer offered

Exclude Level 1 Quotes – Check to omit Level 1 quotes. Detailed information regarding the option header can be found here.

Also, when option symbols change, each option contract zpi the series generates one of these messages. As previously mentioned NxCore tape files have seven different message types.

nxcore api

The status message is 0 and is not detailed in this overview. Terabyte of data a day is a little ridiculous though most of it is option quotes. A typical trading day will have million or so of these message types, with the bulk of them occurring at the start of each tape summarizing the previous trading session.


Include SymbolChange Messages – Symbol Change messages are sent when an issue changes symbol or trading venue. The fifth message type is SymbolChange. Data contained in coreHeader’s option header for ALL option messages: The images below and on the following page graphically depict all the data fields available in NxCore’s tape aoi. Include Trade Messages – Display Trade messages.

Update Speed – Select update speed. It begins with an explanation of the fields in NxCore System. It also allows historical tapes to be downloaded quicker. Click Here to Continue Overview This is detailed in the pictures below. While processing the nxxcore the user can trigger events using the time.

NxCore Application – API Viewer

nxclre It would be good if they did put more work into the stability of IQFeed, it would suck nxcors IQFeed folded as well, there’s nothing similar out there that I’m aware of. It instructs the user to what type of message is being pai at that moment in time. Blue background if realtime. High end solutions tend to only be available with colocation, which means the total cost will be even higher need to rent a rack and server. In this picture the root option symbol can be found in the string symbol field.


The second message type is MMQuotemarket maker quotes. This is evident from this short overview. Left click to drop down menu including Full Speed as fast as possibleStep Mode one message at a timeor a multiple of realtime speed. Log in or Sign up.

NxCore Symbol List

There are seven message types: Do you already have an account? All symbol strings for all messages are ap in the string symbol field.

I did notice their API wasnt as flexible as it should have been, and updates were slow. Symbol Filter – Type in nxcoee, including prefixto filter. The data contained in NxCore tape files goes above and beyond what normal feeds provide. If NxCore’s data is a good fit for your real time applications or if you are interested in our historical tape filesplease contact Jerry Chandler at sales nanex.

nxcore api