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. Thanks. Corey
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. 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.
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.
Yeah, probably 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: