Need lotsa snapshot quotes from a good data vendor

Discussion in 'Data Sets and Feeds' started by jimcrist, May 14, 2007.

  1. jimcrist


    I'm one of the many CyberTrader traders that is being stupidly cast aside by Schwab. I use the CyberTrader API to retrieve snapshot quotes for US equities. My VB program spins thru up to 2000 quotes in about 20 seconds. 2000 quotes a minute might be acceptable.

    Apparently, IB can't do this. Therefore, I'll need a data vendor in addition to a new broker. I've searched the archives and have a long list of names, but it's slow going wading thru all this. I know there's alot of experience in this forum, so please point me in the right direction. I'm willing to pay for a reliable vendor, but hopefully not more than I need to.
  2. Bob111


    i would try yahoo realtime. personally-i did not use it, but i know couple guys, who does and they seems to be happy with it.
  3. jimcrist


    Well, I signed up for the 30 day trial of Yahoo's real-time quotes. Looks like a complete waste of time. You can enter some symbols into their little java applet, and get quotes. The help system doesn't even work yet. At a minimum, I need to get 2000 updated quotes per minute into an excel spreadsheet. Preferrably, I need to feed 'em directly into my VB program via a software API.

    This lets you stream Yahoo quotes into Excel. Not sure if it works with realtime, email the vendor.
  5. rwk


    You can do it with Yahoo, if you can do some programming. The interface is undocumented, and tech support is unavailable.
  6. Bob111


    rwk is right..some programming will be required. yahoo limit is 200 symbols per 1 request. with decent broadband or better connection it would take ms to get the data. create loop in excel or VB and just go thru your symbols list.
    i do this once a day to compare EOD data with another data provider and for all nasdaq it take...about 5-10sec.

    another way is to create bunch of portfolios in your yahoo page and just go thru it using timed excel web query.
    you can record macro while you manually doing this and then set on timer.

    i'm pretty sure there is many other ways to do this with yahoo.