I am developing program trading and needs a quote vendor that can support API to retrieve qutoes. Can you recommend one that is both affordable and reliable? Thank you.
I have used RealTick's API. MyTrack (TrackData) also offers an API. I hear eSignal will soon offer an ActiveX control to pull data through their client app. Of those three, MyTrack is probably the cheapest. I hear they have good data, but I haven't used them and can't vouch for it. Come to think of it, I think DTN.IQ also offers an API for IQFeed.
I've been using the MyTrack API for a couple of years now. I use it only for data, not for brokerage functions. It is mostly reliable and fast, quite cheap, and the API is decent. There's also good peer support in a Yahoo Group. Let me know if you need more detail or have any other questions.
emk - I assume you are referring to myTrack - any plan will work, but you will need to have the SDK subscription - $25 monthly
J-medved, For myTrack SDK, how many calls can I make in the program to get the data? I probably need to make more than 1000 calls in my trading program a day to get the prices. Regards,
what exactly do you mean by "calls"? You can watch something like 300 concurrent symbols. Is that what you mean, or how often you can change the symbols? If the later, than I don't think there is any restriction
J_MedVed, I mean I need to get prices of 1000 stocks at 1:30 PM every day and store in the database. Will the Silver plan+SDK work for this? Regards,