I've been looking for a while for a good streaming datafeed that runs on linux, and I cant find any without some flaws! I am of course looking for retail stuff 100 USD or less per month -IQFeed, require wine, socket programming, which seems worrying -Activetick, some complained that support is sometimes unreachable and the content of their seem to suggest that it may be hard to reach out to the people behind it -FuturePrice is also faceless, no pricing info, I dont even know who is their target clients Any suggestions?
WINE... If you can't deal with WINE then up your budget to the $1,500/month range. There are a lot of GREAT UDP data feeds that are Linux friendly.
I sent you a PM but I'll ad a little more here. The new version of Ubuntu (Precise Pengolin) is supposed to have much better "Windows-like" support. Also Server 2008 R2's Hypervisor functionality isn't bad. If all else fails you can always run VMware's workstation or VMware Player (free) inside a windows machine to get your Linux fix. Also there is cygwin (http://www.cygwin.com/) that a lot of guys use from windows to get a linux CLI. Also Windows Server-8 is still in Beta/Consumer Preview (and currently free) is awesome. The Hypervisor in Server-8 is awesome.
MB Trading has a feed in plaintext (SSL encrypted I think). I looked at it a while back, would be very easy to parse.
I think MB Trading uses the RealTick/TAL toolkit as their back-end. I have used TAL before on a project and it was very fast, but I would be concerned that a simple text protocol would be very inefficient.
their API docs are available on some yahoo group thing, i signed up for a demo account a while back and looked into it. plaintext in itself would be inefficient but would get compressed a lot just by encapsulating in an ssl socket.
just the feed itself, not some library/program that runs on your machine that you interface with, you'd be connecting remotely and parsing the raw data feed.
A MBT customer service rep recently told me MBT was getting their data from ComStock but you can not count on MBT customer service reps for correct information.