Open prices for SP500 stocks

Discussion in 'Data Sets and Feeds' started by ladidalimey, Oct 16, 2013.

  1. Hi,

    I'm looking for a source for the opening prices for SP500 stocks in real time (all of the open prices are established about 2 - 3 mins into trading). The data from Yahoo is delayed 15mins, as is Google. Are there any sites offering realtime prices, I have software that can scrape most web pages?

    I am happy to take out a third party data provider subscription if necessary, any suggestions of data providers who's data is reliable and able to be imported into spreadsheets etc. i.e. is accessible by other software than their own?

    Many Thanks,

  2. jharmon


    You should be aware that there are multiple open prices...

    One is the "tape open" which is the first price after 9:30:00.

    Then there is the primary exchange open price. For NYSE and NYSE Market (AMEX) this can often happen minutes later.

    Real-time prices on the tape incur per-user royalties so you won't find this for free.

    Some exchanges, such as BATS, offer real-time prices royalty free but they prices that they trade will not be identical to the tape or the primary exchange.
  3. Bob111


  4. Butterfly


    it's not real time per se,

    Yahoo real time is actually 15min delay,

    they claimed at one point that they had real time for some stocks, but probably got shutdown by the Exchange for those

    I don't see how they could offer real time on their website and what purpose it would have. You need a streaming feed to get accurate live quotes, not some slow REST feeds (YAHOO QUOTE API over HTTP)
  5. Bob111


    why you are arguing with an actual user of their services? makes no sense tom me.i can repeat this one more time-i've used in the past(for many years,not days or months) and it was good and accurate. you can't get a streaming data from them for 200 or 2000 tickers,but snap shot data for 200 tickers per request is NOT A PROBLEM.
    you can use this technique:

    if you are looking streaming data the cheapest option for you would be IQ feed. they support streaming data for 500 stocks. but processing could be problematic.
    you are not going to find any free real time data PERIOD. not anymore. not under current micro structure. the only stuff tha tis for free is probably data from something like BATS. arca won't give you anything for free,nor NYSE or NASDAQ

    keep in mind that OP was asking fro this-

    ---(all of the open prices are established about 2 - 3 mins into trading).----

    it's really simple-at 9:30:00 you are placing request like this-

    once you get either last or open or volume change for a certain ticker-you mignt assume than the stock is open. you move this stock out of your query and substitute with another one. and so on.what price to use and accuracy of it-you have to test it. even after 2-3 minutes after open-the price will vary from source to source.
    keep in mind that in order to have real time data in that query above you must have yahoo account(email from them, have to be signed in and off course you need that real time subscription above)
    once you got all that-the time of last trade will be accurate and there is no delay. only only delay will be speed of your internet and how fast you can refresh that query.
  6. Bob111


    ---even after 2-3 minutes after open-the price will vary from source to source.---
    i'm talking about open price from various sources