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by nowprovision 3761 days ago
Serious businesses with algos that need snapshot "now" views of this information will probably get this information from a financial data provider I imagine, Bloomberg? Reuters? or give relative infrequency of change (max few times a day?) perhaps internally by feeds managed by their own researcher/analysts.

I can could see some use for non-trading researchers and analysts, or even on the trading side for very small shops, by being able to grab historical information, perhaps applying some aggregation over the data too, but surely it's already available. Where do you get the data from?