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Tai-Pan Realtime Data Feed: Pricing, Market Data and Our Experience

Why did we choose Tai-Pan Realtime? For stock and futures trading system research, we wanted a market data feed with delayed international exchange prices, selected real-time Forex, genuine tick history and long historical EOD datasets. We value reliable historical market data, affordable pricing and correct chart timestamps over expensive real-time subscriptions for every stock exchange.

This Tai-Pan Realtime guide covers Lenz + Partner's trading software, stock and ETF market coverage, Nasdaq and NYSE quotes, forex, historical data subscriptions, latency and how DataPumpBridge integrates market prices into NeuroShell Trader with a local SQLite database.

What Is Tai-Pan Realtime?

Tai-Pan Realtime is market analysis software and a financial data service from German provider Lenz + Partner. Depending on subscriptions, its exchange feeds provide stock prices, ETFs, futures contracts, index values and currencies. Real-time prices, delayed quotes, EOD history and eligible tick data are different products with different permissions.

For a stock trader, selecting a data provider requires checking which ticker symbols, exchanges and trading sessions are supported, whether a quote contains bid or ask, and if the dataset supplies trade volume or merely a sampled price. A Level 1 quote is not automatically a complete order book.

Why We Chose the Tai-Pan Data Feed

Delayed NYSE and Nasdaq Stock Data

One advantage of the Global data feed is access to delayed stock market data from selected international exchanges, including NYSE and Nasdaq. The delay depends on venue and entitlement; an illustrative common delay is 15 minutes. For analyzing past stock trades, ETFs and market regimes such as the S&P 500, historical coverage is often more useful than a live quote with minimum latency.

Delayed data are not suitable substitutes for executable real-time prices where an active trade needs a current bid or ask. We use them for historical strategy research rather than claiming to supply immediate exchange execution signals.

Selected Real-Time Forex

The provider describes real-time Forex sources including Dukascopy, JFD Brokers and Infront Forex. Such currency quotes can complement stock, futures and commodity research. Forex is decentralized: different brokers and liquidity sources can display different spreads and prices for the same currency pair.

True Tick-by-Tick History

A true tick dataset preserves eligible individual market events or quote updates. This differs from one-second snapshots, which can miss multiple intervening trades and quote changes. For strategies requiring fine intraday price paths or spread analysis, genuine tick data are valuable.

In DataPumpBridge, the distinction is explicit: FreeQuotes provides EOD market prices only, the Interactive Brokers module uses second-based snapshots, and Tai-Pan is our genuine tick-data source, subject to package, exchange and history availability.

Very Long EOD Stock Histories

Selected advertised end-of-day stock and index histories go back to 1975. Such long datasets let researchers test trading strategies across different economic cycles, trends and volatility regimes. Not every stock ticker has uninterrupted data from that year, and corporate actions, split adjustments and delisted equities require care.

Optional Extended Historical Tick and Period Data

The Global package describes roughly six months of standard historical tick observations and twelve months of period data. Optional paid packages offer longer history, with some eligible tick datasets reaching back to 2002. A published reference lists three years of historical tick data for €39 per month. Confirm current packages, supported markets and subscription conditions before buying.

Which Markets and Exchanges Are Available?

Tai-Pan offers selected delayed U.S. equities, European stock markets, international indexes, futures contracts and realtime Forex under applicable packages. An S&P 500 index series is not the same as complete historical stock records for every constituent. Exchange feeds may differ by ticker, price field, latency and historical depth.

A full market-data assessment should distinguish last-trade prices from bid and ask, tick history from minute OHLCV bars, and ordinary Level 1 stock data from complete market depth. Low-latency real-time data can be essential for execution; it does not automatically make long-term backtesting more accurate.

Historical, Delayed and Real-Time Market Data Compared

Data type Information Typical research
EOD stock data Daily open, high, low, close and volume Daily systems and portfolio strategies
Delayed exchange data Venue quotes published after a specified delay Research without live execution
Real-time Forex Current source-specific currency quotes Currency and cross-market monitoring
Intraday period data Minute and other aggregated bars Intraday backtesting
Tick-by-tick data Eligible individual trade and quote events Event-sensitive trading analysis

Tai-Pan Realtime Pricing and Optional Subscriptions

Lenz + Partner's published reference lists the Tai-Pan Realtime software at €25 per month and the Global Level 1 feed at €29 per month. The advertised items total €54 monthly before taxes, additional exchange feeds, expanded history or other conditions. Confirm current prices at the official product website.

We find the combination of selected real-time sources and delayed international stock quotes attractive for our historical research. Competing market data providers may charge for different market entitlements, trading software, professional use, exchange latency or historical depth. We do not claim Tai-Pan is cheaper than every competitor; comparable pricing requires equivalent coverage and permissions.

Longer Historical Data for an Initial Backfill

An optional extended history subscription can help obtain past tick records for a newly researched symbol. Once acquired, DataPumpBridge can organize supported historical records locally and update newer data incrementally instead of downloading complete histories again. But a subscription contract governs how long data may be retained and reused after cancellation; technical storage alone is not a perpetual market data license.

Incremental Backfill and Independent SQLite History

DataPumpBridge stores supported market records in a separate local SQLite database independently of the charting application. Records are organized by symbol, timestamp and data type. When supported by the source, incremental downloads add new or missing observations rather than repeating an entire historical data retrieval.

New tickers, large gaps or historic corrections may need extended history again. A standard feed subscription may be needed for ongoing daily updates. Data validation should detect duplicate timestamps, incorrect price fields, daylight-saving changes and adjusted stock prices.

Correct Historical Chart Time for NeuroShell Trader

Our DataPumpBridge for NeuroShell Trader integration adapts historical Tai-Pan source timestamps to the time convention expected by the chart. Source observations may be recorded in UTC or exchange-local time; target displays need consistent trading sessions, time zones and daylight-saving rules.

This helps avoid price bars appearing at an incorrect chart time. It does not imply Tai-Pan publishes inaccurate original timestamps and does not convert delayed market data into realtime prices.

DataPumpBridge for NeuroShell Trader or Standalone CSV Export

DataPumpBridge for NeuroShell Trader supplies compatible records to the platform and maintains independent history. DataPumpBridge Data Downloader offers local SQLite storage and CSV/ASCII exports for other trading analysis applications, without requiring NeuroShell Trader.

Both applications include FreeQuotes, Tai-Pan and Interactive Brokers source modules at €129 annually per application, with a 14-day trial. Purchase, PayPal payment and activation are completed in the installed Windows software; see Prices and Licensing. Data provider subscriptions and exchange fees are not included.

Who Should Consider Tai-Pan?

We chose it for a combination of long EOD stock histories, genuine tick data, real-time Forex and delayed international exchange access. Someone building only EOD strategies may prefer a simpler source; someone demanding full order book and very low latency for live trading may need different entitlements. Choosing data is about the trading use case, not a universal competitor ranking.

Frequently Asked Questions

Is Tai-Pan Realtime a market data provider?

It offers market analysis software and data subscriptions for selected stocks, ETFs, futures, indexes and Forex, with permissions depending on the feed.

Does it offer delayed NYSE and Nasdaq stock data?

Selected delayed U.S. exchange coverage is advertised under the Global package. Check current markets and latency.

Does it offer genuine historical tick data?

Eligible subscriptions provide tick-event history rather than only one-second snapshots; market and history availability vary.

How old is the EOD history?

Certain advertised series reach back to 1975, not necessarily every symbol.

Can I cancel an extended history package after downloading?

Data retention after cancellation depends on the provider's actual contract. Local SQLite storage does not override usage rights.

Does the time conversion eliminate feed delays?

No. It adapts timestamps for chart alignment, not observation latency.

Official Sources and Further Reading

Prices, permissions and data coverage may change. This article explains our reasons for choosing the source, not financial advice.

Data English

Tick Data vs. Minute Data vs. Daily Data: Which Is Best for Backtesting?

Tick data, second snapshots, minute bars and daily data compared, and which DataPumpBridge source fits each.

Data English

Free vs. Paid Market Data Feeds: Which Is Right for Your Trading Workflow?

Free vs. paid market data feeds compared: coverage, timeliness, limits, data quality and licensing.