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]].