Data sources I use and want

🌱 seedlingPlanted Oct 12, 2026Tended Oct 12, 2026206 words

This is the note I most want people to link to.

What I use now

Exchange WebSockets for crypto: Kraken (v2) and Coinbase Advanced Trade, trades and order updates in real time.
The full US equity tape (SIP) for stocks, with real-time trades and quotes. Delayed data is useless for short timeframes.
FINRA short interest, which is free and needs no API key: the open consolidated short interest dataset covers exchange-listed names. Many people assume you need a token; you don't.
Spread at the moment of the trade, stored with every trade, so costs can be modeled honestly later (see Fees decide everything).

What I'm looking for

Order book depth and imbalance (L2/L3) that's affordable at retail scale.
Liquidation and funding-rate feeds across crypto venues.
On-chain flows that lead price: exchange in/outflows, large transfers.
Options flow for US equities.
Alternative data that moves single names: app downloads, web traffic, hiring, shipping.
Fast, clean news and sentiment with honest latency numbers.

If you have one of these, or a source I haven't thought of, I'd love to compare notes. Link from your garden with [[@mike/Data sources I use and want]].

Part of Trading with an agent fleet.

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Trading with an agent fleetI run systematic trading as an experiment in what a fleet of AI agents can do on its own. The agents run on Cerberus…