Seeking Data Provider

Discussion in 'Data Sets and Feeds' started by NetTecture, Mar 10, 2009.

  1. Sorry to interrupt - I am not sure that this is the right forum, but there seems to be no better matching.

    I am a pretty experienced ex trader with a very solid IT background (which is where I make my living in the moment) on the way back to the markets and naturally the last years changed a lot of things, technically ;) So, I am looking to a new "outfit". What I look for are:

    * A good broker that supports API - I have very little intention to actually work with their own user interface if possible for trading. Would be nice if I could get stocks and futures and forex from them, preferably from one account. I used Etrade in the past, but - well ;) No API. It looks like Interactive Brokers would be the way to go for now, but their forums are a little not so nice about their API. But then, for account management they do actually support FIX ;)

    * A data feed. I would prefer something that:
    * Does not require anything installed, but allows me to interact directly with the wire feed. THis rules out interactive brokers, as it seems, for data.
    * Has a possibility to download historical at least per minute data, though tick data would be preferred.

    I do a lot of data analysis etc., so I would like to be able to get daily and intraday minute data into a database to play with it ;) I have no need to too much real time feed (tick based), 100 symbold 10 times per second would be plenty (as IB offers, if they would just please not force one to use a java application that supposedly pops up dialogs and stops working from time to tome - nice, on a server supposed to collect data and feed it into a database), but I would like to be able to get more for more stocks on a daily run (daily data, plus the mentioned 1 minute intraday).

    From that, eSignal on demand sounds nice. But no API, sadly. No third party support.

    opentick would have been great, but then - they seem to be in the process of shutting down. So, any ideas?