Data feed for intraday market scanner every 60 seconds

Yeah true, but I wanted to cover the whole market as sometime later I also wanted to produce some market lists from the data and publish them on a web site... Ie. setting up a financial web-site covering all US stocks, not necessarily realtime but updating at least every minute...

 

And why not the sponsor of this forum?!

 

Yeah, the following API function would do it:
https://polygon.io/docs/#!/Stocks--Equities/get_v2_snapshot_locale_us_markets_stocks_tickers
"
Snapshot - All Tickers
GET/v2/snapshot/locale/us/markets/stocks/tickers
Snapshot allows you to see all tickers current minute aggregate, daily aggregate and last trade. As well as previous days aggregate and calculated change for today.

Code:

{
  "status": "OK",
  "tickers": [
    {
      "ticker": "AAPL",
      "day": {
        "c": 0.2907,
        "h": 0.2947,
        "l": 0.2901,
        "o": 0.2905,
        "v": 1432.2907
      },
      "lastTrade": {
        "c1": 14,
        "c2": 12,
        "c3": 0,
        "c4": 0,
        "e": 12,
        "p": 172.17,
        "s": 50,
        "t": 1517529601006
      },
      "min": {
        "c": 0.2907,
        "h": 0.2947,
        "l": 0.2901,
        "o": 0.2905,
        "v": 1432.2907
      },
      "prevDay": {
        "c": 0.2907,
        "h": 0.2947,
        "l": 0.2901,
        "o": 0.2905,
        "v": 1432.2907
      },
      "todaysChange": 0.001,
      "todaysChangePerc": 2.55,
      "updated": 1547787608999
    }
  ]
}

"

But, it costs $199/m. For my special use-case (just a snapshot every minute, no streaming) it's unfortunately outside my budget; I think max $50/m would be good price.

 

BATS have free real time data. Yahoo use it.

http://markets.cboe.com/us/equities/access_services/

 

This one is free: https://query1.finance.yahoo.com/v8...od1=1548528704&period2=1549047113&interval=1m

You will need to write a JSON query through VBA to pull the data.

 

Thx, but that's just historic data for just one ticker.

I need (near-) realtime data (ticker, last price, volume etc.) every minute for all US tickers.
This is for a (near-) realtime scanner to pick stocks by using some algorithms, and also for creating some (near-) realtime lists.

 

Deriscope is the answer then for a mere 20 bucks

 

No such thing ... If its not delayed(15mins?), it's real time and you will have to pay to distributor or directly to exchange. I think IEX data is still free, but most likely useless.

 

www.deriscope.com has a competitor in www.marketxls.com

Market XLS claim to

• Handle 1500+ symbols in a sheets with 100s of data points

https://marketxls.com/stock-quotes-in-excel/

 

Www.alphavantage.co $249.99/month for 1200 api requests per minute

https://www.alphavantage.co/premium/