I have been looking around for a solid data provider for US equities who provides Java API, I am not looking for a broker, just data feed. Do you know any ? Thanks
InteractiveBrokers is not a data vendor, they are a broker, plus I heard many negative things about their API requiring to have the full application opened.
What I understand from IQFeed website is that the API is windows based, can you please tell me more details about how you use it ?
They offer data for $10 a month. No data vendor can compare. Most data feeds require their client to be running while accessing the data. i.e. eSignal and their small WIN client. I had a programmer set me up with a custom app that uses IB and it works great. Their API was not as robust a few years back but since 2005 its been solid. You may want to try RealTick's API. They are also a broker or you can use them just for data. https://toolkit.taltrade.com/ I haven't used them since 2004/2005, but they support JAVA, C/C++, VB, etc. One nice feature of TAL is their very fast scanner that is included in their API.
newbie2006: IQFeed has: "Two types of interfaces are used in the IQFeed API: a socket based interface for streaming data, and COM or TCP/IP based interfaces for lookups and historical data/news retrieval." It is Windows based -- your program connects to an IQFeed program (connection manager) which in turn connects to IQFeed's ticker plants. ###
jkd, As you quoted, its a windows API, I will be running this system under Linux so using a dll API is out of question.