I'm with Interactive Brokers but have found their data stream to be useless due to the 100 symbol limit, limits on the number of backfills and extremely slow speed of backfills. I've been looking at third party data streams and have found some reasonably priced ones but none of them offer an API. I've also found a few with an API but the pricing is a bit ridiculous (presumably aimed at institutions). Can anybody recommend a reasonably priced data stream that offers an API? Thanks for any suggestions you can offer.
netfeed? looks kinda ugly and cheap, but i use to use them. can't complain. http://www.netfeedtech.com/integration.htm
As someone who uses IQFeed and its API, I fully recommend it. I should mention that you don't actually have to pay the $300/year to use their API. That is to get access to their docs and developer forums. If you do end up using IQFeed and don't want to pay the developer fee, PM me and I'll shoot you some API tips.
Recommend looking at: IQFeed API (http://www.iqfeed.net/index.cfm?displayaction=developer§ion=main) Rithmic R|API (http://www.rithmic.com/rithmic_sol.html)
I've been on IQFeed for close to a year now. Fantastic. Works well, their demo code actually works, and support is good.