I need live market data that includes close, low, volume, ... on 5 min timeframe. After each ending, i need this data immediately.
I noticed, that yfinance has ~90s delay before it can providing the latest update.
There are several ways to get live market data without minimal delay. The most common methods are to use a direct market access (DMA) provider, use a third-party data provider, or use an API.
A direct market access (DMA) provider is the most reliable way to get live market data with minimal delay. These providers are connected to the exchanges’ servers, which allows them to get direct access to the data. This means that the data is very fast and reliable.
Third-party data providers are another option for getting live market data without minimal delay. These providers collect data from multiple sources, including exchanges, and then aggregate it into a single feed. This allows you to get real-time data without having to connect to each exchange directly.
Finally, you can use an API to get live market data without minimal delay. APIs are a great way to get real-time data, as they allow you to access the data from multiple sources, including exchanges, in a single request.