US and UK real time data feed API

Hi All,

Having spent some time researching on the web and the T2W forums I am still unable to come to a conclusion on finding a real time data API that covers both the UK and US markets. I am predominately interested shares and the indices. Real time and histoircal is required.

Can anyone recommend one? I can find several for the US markets (and have tried them) but few for the UK and non for both. I am looking for relatively low cost monthly subscription basis (no corp/business rates).

Apologies if this thread duplicates any others I have missed.

Cheers.

It depends on exactly what you want. If you have an account with InteractiveBrokers, then the data feed is almost certainly the best value around. US Stocks/Futures/Options free if you do $30 commish per month otherwise $10. IPE, Sydney, HK, Singapore futures free. European (including UK) stocks, futures and options at very reasonable rates (basically the exchange fees).

Limitations are a 100 simultaneous symbol limit for streaming data and 6 months history.

Free API in Java, C++ and VB with source code so it would be no real problem to port it to another language if needed.

IB API etc

I personally wouldn't rely on IB for data. It's OK for monitoring positions but prone to fits of pique and periodically, terrible backfill problems. This could be a disaster for auto systems. Bite the bullet and get an eSignal feed. I've tried to get around this but it is the best solution at the moment.

rols said:

I personally wouldn't rely on IB for data. It's OK for monitoring positions but prone to fits of pique and periodically, terrible backfill problems. This could be a disaster for auto systems. Bite the bullet and get an eSignal feed. I've tried to get around this but it is the best solution at the moment.

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I don't really agree with this. Since the 6 month backfill has been introduced, I've had no backfill problems at all using my own software. I can't speak for other software using the API.