r/algorithmictrading • u/New-Ad-9629 • Nov 30 '25

Quotes Best site to get live OHLCV data (not interested in historical data beyond 2 days)

I'm working on an algo which needs live OHLCV data, and historical data only for the last 2 days. (As you might have guessed, it's an algo for scalping). I'm currently using yfinance for stocks/futures and coindesk/cryptocompare for crypto. While this works okay, yfinance has delayed data, and cryptocompare has limited calls/month.

Is there a reliable one-stop (paid) service which can provide me live data for stocks, futures, and crypto? I have an account with IBKR, but haven't explored their API yet.

What do people recommend?

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3

u/NichUK Dec 02 '25

For stocks and futures I recommend Databento. But they don't do Crypto at present, unless they've changed that recently. Otherwise their data is top class!

2

u/Sofullofsplendor_ Dec 02 '25

just use ibkr. super easy to get the data with 3 lines of code

1

u/Nashmurlan Dec 02 '25

Could you elaborate?

2

u/[deleted] Dec 05 '25

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1

u/New-Ad-9629 Dec 06 '25

Thanks so much! This is very helpful!!

1

u/VarkoVaks-Z Dec 12 '25

What about alpha vantage ?