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by mpfefferle 6039 days ago
Where do you find the historical data and the data feeds to start building such a system though?
1 comments

Data is critical. I have never built such a system as an individual. My friend told me he bought the data somewhere.
I know that some of the larger operations get live market data from Bloomberg and Reuters. You may want to take a look at https://loginabout.reuters.com/Home/RMDS.aspx although I have no idea how much it costs.