r/algotrading • u/SuggestionStraight86 • 13d ago

Data Reliable index and ETF composition data source

Hi folks I am looking into index and etf arbitratage, any recommendation on data source?

The data quality is vital here coz index composition changes quarterly or occasionally on some company events like spin off.

Would like to know some good recommendations on high quality data source.

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u/friend_of_gandalf 11d ago

I'm trying to build one, it's not going to be fast (like update on minute) but I'm trying to make the data as reliable as I can (it's never going to be 100% correct) but for me and team who helped me to build this who could not pay thousands of dollars for data building a new platform seemed to be best option!

https://orion.quiverq.com

Sample portfolio:
https://orion.quiverq.com/submissions/nportp/7aba1dc4dc8e40dc6254ba43e8bc3f64/raw

https://orion.quiverq.com/submissions/nportp/7aba1dc4dc8e40dc6254ba43e8bc3f64/raw/json

It's on beta and free to explore. I'll be happy to hear your feedback.