I don't think legally they can provide real time data from the Exchanges. Their realtime quote is the NBBO but historical data is a different game. Their downloads are 15 min delay. I use IQFeed myself and unless I subscribe to the exchanges fees, I can only get delayed data for those exchanges.
I got an idea. I just need the last price quote every minute (no more than 1 minute delay)-preferably with a time stamp. However, the real-time day high/low would be nice.
API's are all different to each company. Try web-crawling by selenium (if yahoo provide real-time feed at web site) Refer selenium books at http://www.amazon.com/s/ref=sr_pg_2...keywords=selenium+book&ie=UTF8&qid=1464462766
Be advised that Yahoo has introduced new restrictions on bulk data calls. It will lock your IP address for downloading after 15-20 minutes of polling the API. Some data is real time but not sure if that applies to API rather than web pages. https://help.yahoo.com/kb/SLN2310.html
Appreciated to hear that yahoo restrict bulk data call. We should ask not-frequent request, by appropriate tactical programming.
I was able to get close to real time quotes in GoogleSheets, but it's really, really slow. Sorting takes forever.
How about web-crawling for the yahoo homepage? You can get exactly all the info that you can see the webpage. Try Selenium.
I've been somewhat "aggressive" with Yahoo for my scratch pad stock program I test ideas out in. Yahoo has yet to block my IP for page scrapeing and web API downloads. I think "chartapi" is the one that can give intraday quotes near real time. I use it with wget. The "${sStock}" shell variable is the ticker name. http://chartapi.finance.yahoo.com/instrument/1.0/${sStock}/chartdata;type=quote;range=1d/csv/ It won't download one quote at a time. It does the entire day with the "range=1d". If the range is longer than a day, it will give 5m bars... for up to a few days I think.
I guess I should give a quick update... A few times a year I'll run Jstock with Yahoo as a more advanced volume screener to make an active stock list. I tried this yesterday and Yahoo's delayed service freaked out. It's sad when Google/YouTube can easily do 1g in a night, but Yahoo's delayed service freaks out over a few megs in one day. It's no wonder Yahoo is going under. They're just going to tick off their existing customer base and make them leave, making their downfall even worse. If they'd fix the numerous bugs and problems in their web API's and actually cater the data that people want, maybe they'd be taken far more seriously. It's also sad that they're advertising for jobs in their financial division in this condition. My chartapi link above didn't seem affected by the block... at least for now.