Who has the easiest market data API?

Discussion in 'Data Sets and Feeds' started by LodeRunner, Oct 12, 2011.

  1. (Sorry for the cross post, realized this is the proper forum.)

    I'd like to take my data feed (preferably both historical and real time) and dump it into an SQL database as quickly and painlessly as possible.

    If I could get something that automatically wrote to CSV or even some proprietary garbled-looking (but consistent) format, I'd still be happy. I don't mind coding up some string manipulation from scratch, but I do not want to have to worry about convoluted class structures, error message handling and maintaining a robust connection, having the API suddenly change on me, etc. Ideally, I want to worry about my own code and only my own code.

    Does such a product exist?
  2. you may want to check out tradelink

    it's open source, has realtime and historical data imports, works with 17+ different brokers and feeds.

    has connection monitoring, etc. 300+ people on community list to help out.

    google tradelink project or tradelink.org
  3. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    Keep it simple... Connect NinjaTrader to a data feed, then export the data out in CSV via http://www.ninjatrader.com/support/helpGuides/nt7/exporting.htm
  4. Other than lack of *nix support (I'll deal), TradeLink looks fanastic. Thanks, guys. Quick question though, how does one automatically download IB historical data? Realtime recording was a snap via Record, but Tik Converter doesn't support IB. Or does Gauntlet do this? One year of 1 sec bars will be very handy...