Also have a look at www.opentick.com - no web service but their API (support multiple languages) is very straight forward - it might even use REST internally - haven't investigated. It's now free excluding exchange fees. I haven't used enough to determine quality of data issues yet but I'm sure others on ET have. MoMoney.
Thank you! I needed exactly this for something I was working on last weekend. My observational skills must really suck, because I was looking at this exact page then, and somehow didn't see the "XML & Web Services" text there on the left
Fredrik... It sounds like you need to take a look at the IB API documentation. You can find it here: http://www.interactivebrokers.com/php/webhelp/webhelp.htm#Interoperability/DDE_Configure_TWS.htm Click Application Program Interface -> ActiveX. To see the documentation of the methods and the events click on the ActiveX Methods or ActiveX Events menu item.
Have you used it ? I had a look at their support message board, and there seems to be some issues with historical data. As it is a new service, such things are to be expected, but it would be nice to know how robust it is at this stage.
Basic Question: Why would anybody write a GUI in C# (or any other programming language for that matter)? If you want to develop a GUI, you should first acquaint yourself with GUI frameworks available for your platform(s) and language(s) of preference. Writing a GUI in any language puts you back into the stone-age. FWIW, after a LONG experience with lots of stuff, I settled for the Qt framework (Trolltech). It helped me tremenously in moving my apps from M$ into linux. Qt runs on windoz like on linux/unix. You can program in C/C++, Python and Ruby. On top it's free for personal use. nono
Should have toyed with it a bit before giving it rave reviews. I'm looking for a getLastTick ... (price,volume,time)... but the only thing resembling that is the HistData. I'll see what I can do and update. The only thing I need is RealTime Quotes for many tickers, not sure if that involves open/closing streams and requestings exchanges serparetely. That sounds like alot of overhead. As for no-nonsenses question about Why? Well, perhaps we are geeks and enjoy doing it. For me, I built my own database, my "Gui" simply gives me pretty views into it. I use other apps for live charting and stuff. Im new to the trading world, but I didn't notice any platforms providing direct SQL ability into records across multiple tables.