Data Feeds

Discussion in 'Data Sets and Feeds' started by Corey, Feb 11, 2007.

  1. Corey


    Hey all -- long time lurker, first time poster.

    I am interested in writing my own ATS. Because I would like to write it in Erlang, I have been looking for some fairly cheap data feeds with an open API that don't require me installing any software (mainly because I am working on a Mac).

    I am not planning on doing intra-day trading, so all I need is a feed that gives me intraday data with historical information. I also want information like PE, Historical PE, Current Cash, Current Debt, et cetera. As much fundamental information precalculated, the better.

    Technically, I could get this all off of Yahoo! with HTTP requests, but that seems slow and unnecessary.

    I was recommended IQFeed, which seems like my best option so far. My other option seems to be IB's TWS -- but I can't say I am all that excited about what that system has to offer. I was hoping you guys might have some other ideas.

  2. Corey


    Nobody has any info? Ah well.

    But, really, between using Erlang and a Mac, you're asking for quite a bit.
  4. I swear I remember DTN IQ saying they don't filter bad ticks, not good! You could try Esignal or directly from the exchanges. IB data is flakey some times. I better be careful, the IB lovers are going to flame me. :p

    I get my futures data from TransAct, I have a small back up account with them. Pretty darn good data IMO. I am sticking with them.
  5. Well, im not that impressed with IB's data feed either, too many spikes on their ETF data, like on SPY, QQQQ, DIA etc. I would also like to hear about any good realtime datafeeds that dont have spikes all over the place and backfill fast.
  6. Corey


    Yeah, probably :D
    But as long as the protocol is open, I have no issue implementing it myself. I just want a fast, reliable connection that gives me access to all sorts of financial information. All I will really be doing is EOD calculations, so stuff like debt-to-equity, current ratio, et cetera is more important than the last bid price.

    I will definitely check out OpenTick. Looks good. If all else fails, I will just parse Yahoo!s pages :eek:
  7. HLB


    Is there somebody already wrote IB API in Erlang and can share it?
    Thanks in advance!