Data Feed with Java API

Discussion in 'Data Sets and Feeds' started by newbie2006, Jul 22, 2006.

  1. 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 ?

  2. tomhaden


    Interactive Brokers.
  3. 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.
  4. 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 ?
  5. tomhaden


    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.

    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.
  6. tomhaden,
    Regarding InteractiveBrokers, do you use the data feed for high frequency trading ?
  7. jkd


    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.

  8. tomhaden


    Yes to active trading, but for me its in the minis.
  9. 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.
    #10     Jul 22, 2006