[1][2] Day traders often subscribe to software platforms which specialize in providing data that helps inform trading decisions.
For US stocks, the Securities and Exchange Commission provides programmatic access to recent company filings.
There are also a wide variety of technical indicators which day traders may rely on as signals of future price movement.
Advanced packages often include a complete programming language for creating more indicators, or testing different trading strategies.
The advantage of third party programs is that they allow the trader to trade through different brokers whilst retaining the same interface.