Good data vendors with API

Discussion in 'Data Sets and Feeds' started by Quack, Aug 13, 2002.

  1. Quack


    I am looking for a very reliable realtime data vendor to power a trading application I am writing for myself. I need something that will

    - have a Java API (Sun Java, not MS)
    - provide American and European equity and futures data

    I have come up with a few names... Bloomberg, Reuters, Telerate, Bridge, myTrack... was wondering if anyone had had experience with these, or others. I don't mind spending a little for a good feed, but not more than I have to; I'm not concerned about the front-end applications the vendor itself provides, just good quality API-accessible data.

    Any help would be appreciated.

  2. I would be interested in what type of information you come up with. I done a bit of Java development myself. I wonder what kind of market there is for a real time feed with a Java front end (non browser based I would think).
  3. Quack


    I can't imagine people would prefer to have a Java front-end, over say a C++ front-end. I am writing in Java because that's what I know (and it will have a limited front-end) and I want the application for my own trading, not to sell.

    But I'll let you know what I find out...
  4. Hi all. If my order entry platform -Sterling , only has objects to submit orders and cancel them, and not have the ability to 'fetch' data and give it to my VB program, can I subscribe to a data vendor, get the data thru thier API ? Can anyone suggest a good vendor that has API? Can i create a single VB program with 2 API connections -one to Sterling and the other to the data vendor? Thanks
  5. I have written systems using Sterling's API (among others) with other quote providers. You simply include both vendors components in your program. You can get best bid/ask quotes from Sterling also, but you use the DDE link as opposed to the ActiveX, which is just for the order entry functions.

    I use IB's TWS for quotes but am looking for another provider that gives (basically) level 2 data via the API. I heard RealTick can do this via their API, with a RealTick subscription. I'd be glad to hear of any other good quote providers anyone knows of..
  6. I use the MyTrack DLL as a realtime feed and have been quite successful with creating a C#.NET fully featured app.

    They have an OCX version, a DLL version, and a Java API version of their product. There are also brokerage functions as MyTrack is a brokerage company (I do not use these functions so I can't speak to them).

    There is good support via a Yahoo group and it is quite inexpensive to get up and running.

    Check out and for info. The Yahoo group is but I'm not sure if you can read messages without becoming a member.

    Anyway, I hope this helps.
  7. nusrat


    Quack, what did you finally select, and why?
  8. CalTrader

    CalTrader Guest

    ... Have used Bloombergs solutions to write feeds for two large institutional clients: PIMCO and another project which is currently in progress. I have written the interfaces in C/C++ and some work in Java - current project work is all in C++ for interaction with the API's. The front ends were writtten in Java and C++: A few interfaces were written in VB.Net/C# including some of the UI.

    Bloombergs solutions are of adequate quality: they can be made to work. Bloombergs product offerings are not inexpensive ....