Best API data feed

I run a screener that I programmed in C++ and use data from a free source. Looking to find a reliable paid source with an API and accurate data that is adjusted for splits and dividends. I trade stocks on NYSE, NASDAQ, AMEX, TSX.

I did some searching for the best paid data source for EOD with an API and this is what I came up with.

Quandl - $49.99 a month, lots of financial data and the API looks pretty good also
Metastock - they quoted me $35.95 a month for NYSE, NASDAQ, AMEX and TSX. However there isn't an API. You have to download all the data manually and then import into your software.
MorningStar - $199 for a full year. They say the have an API but there seams to be no information on it. I emailed them and waiting on a reply
Questrade - $24.95 a month. (Confirmed from someone else I know) they do have an API but you have to open a trading account to have access.

I do appreciate all opinions on the sources and please feel free to add. Also if you have any experience with these or others API's it would great if you could share that also.

Thanks!

 

We use Quandl Steven's Futures to get the raw cleaned data and then construct continuous and backward-adjusted ourselves. Always been happy. Their free EOD futures works also well but it's not cleaned and sometimes there are holes, etc. so for 50$ a month you're better off with the Steven's Futures dataset

 

http://www.csidata.com/cgi-bin/getManualPage.pl?URL=api.htm

 

How is the data? Is it adjusted for dividends and splits? Can you connect your own software?

 

It is the best data you can get. That's why it is slightly more expensive.

 

why not IB? if you have an account

 

Any opinions on scrapping data directly from the NASDAQ website?

 

https://www.quandl.com/data/WIKI-Wiki-EOD-Stock-Prices

There is a free stocks database at quandl as well as the paid.It has an api.

See the post by cruise control here https://www.elitetrader.com/et/thre...d-they-change-the-url-recently.309554/page-12

he couldn't find a database that adjusted for dividends.

 

Quandl free API is pretty awesome and it appears they adjusted for dividends and splits. To bad there are only 3000 stocks available.

As for the others they seam to require you download all of their end of data in one shot and run there software. I prefer an API that allows me to query one stock at a time from my own program. Just my personal preference.

MorningStar has historical quotes and an API. Emailed them on Friday so hopefully they'll reply early next week.

I did compare some stock data before and after splits/dividends from Yahoo's and NASDAQ's websites with my broker. Both appear to be adjusted.

 

It is a wiki database so the users could add more.