NxCore API Overview - Nanex
Since the Flash Crash, using real actual market data, we have debunked, several, claims made by HFT proponents. Converting from existing feeds becomes a trivial exercise. Checkout the historical page for more details! Symbol Spin messages provides a convenient and efficient method for iterating Symbol Sets without having to create and maintain a container to hold them. Tapes can be trades only from one exchange or all exchanges that we offer.
NxCore API Docs - Nanex
Trade messages are sent for last sale reports and corrections to last sale reports. Status, StatusData, and, statusDisplay are all related and tell you information about the status of the system.
nanex - Reddit
The data comes in the exact same way as it would in real time. Sent when an issue changes symbols or trading venues (switches exchanges). A typical trading day will have 40 million or so of these messages. NxCore is extremely efficient in bandwidth utilization and will save you thousands of dollars in monthly communications costs.
Nanex exchange API - BitUniverse
There are three major benefits for doing it this way. NxCoreSymbolSpin Messages are automatically sent once for each Symbol in the System near the beginning of each NxCore Tape. Other members are updated from exchanges but rarely found in other financial feeds. The system symbol spin is useful for preallocating storage before market open to minimize allocations and reallocations during active trading. A typical trading day will have 1-2 million or so of these message types, with the bulk of them occurring at the start of each tape summarizing the previous trading session.
Nanex 02-May-2012 Volatility on Demand - NxCoreAPI
MessageType is a numerical representation of the size message types. NxCore Status, nEWS, nanex's ongoing research regarding market events and phenomena.