You can use Interactive Broker's ( http://www.interactivebrokers.com/ibg/main.php ) data feed through their Java client, but it's not perfect. I think it's fine, because I think if you're that sensitive to minor sampling errors then the market will wipe the floor with you anyway, but most people disagree.
I've heard of some people having success with WineHQ - Run Windows applications on Linux, BSD and Mac OS X and Welcome to IQFeed! - Fast, Reliable, Affordable. Datafeeds and API. but haven't tried myself.
opentick :: home do an open data feed that works with Linux, but have been not accepting new signups "for a few weeks" for as long as I can remember (6+ months).
Edit: Oh, if you're rolling in money then most exchanges will do a data feed in an open format, but they vary from "expensive" to "HOW MUCH???"
Last edited:
Cheaper than direct exchange connection are things like S&P Comstock which I think is now owned by IDC (which I think owns eSignal)
Interactive Data Real-Time Services - DirectPlus
It did have a pure Java API, but you would need to contact them as the web site seems useless.
Also NxCore from DTN might have a *nix API:
NxCore Feed
Again, you need to ask them.
xasax seems to have some connection with Opentick:
opentick :: View topic - Opentick going live.
could try there as well.
Any of these will cost lots more than eSignal etc.
Interactive Data Real-Time Services - DirectPlus
It did have a pure Java API, but you would need to contact them as the web site seems useless.
Also NxCore from DTN might have a *nix API:
NxCore Feed
Again, you need to ask them.
xasax seems to have some connection with Opentick:
opentick :: View topic - Opentick going live.
could try there as well.
Any of these will cost lots more than eSignal etc.
