Los 10 principales competidores de intrinio.com

finazon.io

Best datasets with instant access to real-time & historical US stock market data. Free trial usage, no credit card required.

sfox.com

Speak with a cryptocurrency expert today. Contact SFOX sales and customer support through email or live chat.

databento.com

Databento provides real-time and historical market data APIs. Access data for equities, futures, options, and more with one integration. Sign up for $125 in free credits.

analyzingalpha.com

AI-powered algorithmic trading research for crypto and tokenized assets. NautilusTrader tutorials, exchange APIs, and AI/ML strategies.

levelfields.ai

Crypto rallies after Trump's U.S. reserve plans; market jitters from Trump-Zelensky fallout and steep spending drop.

chartprime.com

Read Chart Prime’s Terms and Conditions before you start using our trading suite to enhance your trading to the next level.

simplefin.org

simplefin is a protocol for simple financial aggregation.

tardis.dev

historical tick-level order book updates, trades, quotes, open interest, funding, liquidations, options chains and more. api access and downloadable csv files. real-time consolidated market data streaming api via client libraries that connect directly to exchanges' websocket apis. bitmex, deribit, binance perpetual futures, binance delivery futures, binance spot, okx futures, okx swap, okx options, okx spot, huobi futures, huobi swap, huobi global, bitfinex derivatives, bitfinex spot, kraken futures (crypto facilities), kraken, bitstamp, coinbase pro, gemini, poloniex, coinflex, bybit, phemex, okcoin, bitflyer, hitbtc, delta, binance us, binance uk, binance jersey, binance dex, gate.io futures, gate.io and top digital assets such as bitcoin, ethereum, litecoin, ripple, cardano, bnb, leo as well as bitcoin and ether derivatives (options, futures and perpetual swaps). tardis.dev is the the most comprehensive digital assets data platform, providing access to high frequency historical raw tick data for a wide range of use cases such as market microstructure and order book dynamics research, liquidity and lead-lag analysis, trading execution optimization, backtesting and optimization of trading strategies, full historical order book reconstruction at any given point in time, training machine learning models, alpha generation, designing quantitative models, academics research, data visualizations and more.