For end-of-day (EOD) and delayed data, we have direct contracts with several exchanges for their corresponding data streams. We get USA data from Nasdaq Basic API. We get European markets’ data from Cboe Europe Equities (Cboe), which covers more than 60 exchanges from Western and Eastern European markets, including the UK with the London Stock Exchange tickers. For Russian data, we have a direct contract with MOEX (Moscow Exchange).
It’s not just words and logos as many other sources do. We can provide proof for all mentioned above contracts for our subscribers by request.
Another end-of-day (EOD) and delayed (LIVE) API data comes from CFDs and market makers.
For fundamental data, we collect from announcements financial news providers, investor relations corporate websites, and from published annual reports. For example, for the USA markets, we collect data directly from reports published on sec.gov, for Canada – directly from sedar.com. And then we re-compile and re-calculate the data on our side. In most cases for fast and proved calculations, we use Altova solutions, like Altova RaptorXML (link). All fundamental data and fields are collected and standardized on our side.