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Re:Ask HN: Where do you get your financial data? by dvasdekis on Thursday May 05, 2022 @06:29PM (#31279083)
FWIW, I went deep with Interactive Brokers for my last Fintech. It was the only place we could source real-time currency options data and we managed to reduce our total latency from market to database to about 10ms by using a NYC datacenter, which was enough for us. They had historic ticks too, but an inbuilt ratelimiter made it a multi-month project to pull serious volumes of data.

ib_insync was the python client library, and I OS'd the market gateway I built: https://github.com/dvasdekis/ib-gateway-docker-gcp

Re:Ask HN: Where do you get your financial data? by sdcoffey on Thursday May 05, 2022 @06:36PM (#31279136)
Multi-month, wow. Cool to know this exists though, thanks!