VOL. XCIV, NO. 247

★ FINANCIAL TOOLS & SERVICES DIRECTORY ★

PRICE: 5 CENTS

Thursday, October 30, 2025

Tool Comparison

NYSE (Exchange Data & Tech) vs QuantRocket comparison

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

NYSE (Exchange Data & Tech) adds Order Book / Level II, Odd Lots, Dividends, Splits, Spin-offs, IPO, Delisted, and Short Interest coverage that QuantRocket skips.

QuantRocket includes Screeners, Quant, Backtesting, Auto-Trading & Bots, Advanced Order Types, Paper Trading, and Broker Connectors categories that NYSE (Exchange Data & Tech) omits.

QuantRocket keeps a free entry point that NYSE (Exchange Data & Tech) lacks.

In depth comparison

NYSE (Exchange Data & Tech)

nyse.com

Hands-on review

NYSE offers proprietary exchange data across equities, options, and bonds. Real-time feeds cover order books, trades, quotes, and imbalances, while consolidated products like BQT and Pillar Depth provide multi-market views. Historical TAQ and corporate actions are delivered end-of-day or T+1, with 60+ event types tracked. Data is distributed via ICE networks and AWS, with licensing handled through the Data Services Dashboard.

Platforms

WebAPI

Pricing

Subscription

Quick highlights

Real-time proprietary feeds by venue: Integrated Feed (order-by-order), OpenBook Ultra and Aggregated (depth), BBO (top-of-book), Trades, and Order Imbalances.
Multi-market consolidated feeds: NYSE BQT (best quotes & trades) and Pillar Depth (top 10 price levels across NYSE Group, Nasdaq, and Cboe).
Historical TAQ datasets (end-of-day/T+1) with depth, top-of-book, and auction details. Daily TAQ spans all U.S. equities via CTA and UTP consolidated feeds.
Reference data packages including Security Master, ADR Master, Short Interest, ETF reports, and Bond Master.
Corporate Actions coverage with more than 60 event types including dividends, splits, rights issues, spin-offs, IPOs, suspensions, and delistings, updated intraday.

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QuantRocket

quantrocket.com

A Docker-based research, backtesting, and live-trading platform built around Jupyter. The free tier is limited to research, while paid plans unlock live and paper trading along with bundled US minute-bar data. Broader global datasets are available via third-party providers. Its tight IBKR integration brings advanced order types, while real-time market data can be streamed from IBKR, Polygon, or Alpaca.

Platforms

WebAPI

Pricing

FreeSubscription

Quick highlights

Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca.
Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter.
Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets.
Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data.
Streams tick-level data into TimescaleDB with WebSocket access, and allows flexible bar aggregation.

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Where they differ

NYSE (Exchange Data & Tech)

Distinct strengths include:

Order Book / Level II Odd Lots Dividends Splits Spin-offs IPO Delisted Short Interest

Real-time proprietary feeds by venue: Integrated Feed (order-by-order), OpenBook Ultra and Aggregated (depth), BBO (top-of-book), Trades, and Order Imbalances.
Multi-market consolidated feeds: NYSE BQT (best quotes & trades) and Pillar Depth (top 10 price levels across NYSE Group, Nasdaq, and Cboe).
Historical TAQ datasets (end-of-day/T+1) with depth, top-of-book, and auction details. Daily TAQ spans all U.S. equities via CTA and UTP consolidated feeds.
Reference data packages including Security Master, ADR Master, Short Interest, ETF reports, and Bond Master.

QuantRocket

Distinct strengths include:

Screeners Quant Backtesting Auto-Trading & Bots Advanced Order Types Paper Trading Broker Connectors

Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca.
Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter.
Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets.
Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data.

Feature-by-feature breakdown

Attribute	NYSE (Exchange Data & Tech)	QuantRocket
Categories Which research workflows each platform targets	Shared: Data APIs Unique: Order Book / Level II, Odd Lots, Dividends, Splits, Spin-offs, IPO, Delisted, Short Interest	Shared: Data APIs Unique: Screeners, Quant, Backtesting, Auto-Trading & Bots, Advanced Order Types, Paper Trading, Broker Connectors
Asset types Supported asset classes and universes	Stocks, ETFs, Options, Bonds	Stocks, ETFs, Futures, Currencies, Options
Experience levels Who each product is built for	Intermediate, Advanced	Beginner, Intermediate, Advanced
Platforms Where you can access the product	Web, API	Web, API
Pricing High-level pricing models	Subscription	Free, Subscription
Key features Core capabilities called out by each vendor	Unique Real-time proprietary feeds by venue: Integrated Feed (order-by-order), OpenBook Ultra and Aggregated (depth), BBO (top-of-book), Trades, and Order Imbalances. Multi-market consolidated feeds: NYSE BQT (best quotes & trades) and Pillar Depth (top 10 price levels across NYSE Group, Nasdaq, and Cboe). Historical TAQ datasets (end-of-day/T+1) with depth, top-of-book, and auction details. Daily TAQ spans all U.S. equities via CTA and UTP consolidated feeds. Reference data packages including Security Master, ADR Master, Short Interest, ETF reports, and Bond Master. Corporate Actions coverage with more than 60 event types including dividends, splits, rights issues, spin-offs, IPOs, suspensions, and delistings, updated intraday. Cloud delivery options: historical and reference data via AWS, and real-time BQT streaming through NYSE Cloud Streaming using Kafka-compatible Redpanda.	Unique Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca. Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter. Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets. Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data. Streams tick-level data into TimescaleDB with WebSocket access, and allows flexible bar aggregation. REST API ('Houston') with Python client and CLI tools; endpoints return CSV or JSON for easy downstream use.
Tested Verified by hands-on testing inside Find My Moat	Yes	Not yet
Editor pick Featured inside curated shortlists	Standard listing	Standard listing

Frequently Asked Questions

Which workflows do NYSE (Exchange Data & Tech) and QuantRocket both support?

Both platforms cover Data APIs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Which tool offers a free plan?

QuantRocket offers a free entry point, while NYSE (Exchange Data & Tech) requires a paid subscription. Review the pricing table to see how the paid tiers compare.

How can you access NYSE (Exchange Data & Tech) and QuantRocket?

Both NYSE (Exchange Data & Tech) and QuantRocket prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

What unique strengths set the two platforms apart?

NYSE (Exchange Data & Tech) differentiates itself with Real-time proprietary feeds by venue: Integrated Feed (order-by-order), OpenBook Ultra and Aggregated (depth), BBO (top-of-book), Trades, and Order Imbalances., Multi-market consolidated feeds: NYSE BQT (best quotes & trades) and Pillar Depth (top 10 price levels across NYSE Group, Nasdaq, and Cboe)., and Historical TAQ datasets (end-of-day/T+1) with depth, top-of-book, and auction details. Daily TAQ spans all U.S. equities via CTA and UTP consolidated feeds., whereas QuantRocket stands out for Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca., Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter., and Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets..

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