Day Trading & Forex Forum

pwa

Does anyone use or know of a realtime data provider that delivers prices to the Linux OS via an API or perhaps TCP/IP? I'm struggling to source one that offers such for the Exchanges/data below.
thanks
pwa

EURONEXT
EUREX
LSE
interbank deposit rates (spot-1yr) EUR, USD, GBP
spot fx pairs for EUR USD GBP
dividend announcenments for UKX & SX5E constituents

dcraig1

Interactive Brokers, but you need an account with them. I use their Java API on Linux and it works very well. API source is provided, so it should not be overly difficult to implement an interface in just about any language. There are Python and Ruby and C/C++ API libs available (and probably others).

No dividend announcements as far as I know.

dcraig1

I think Comstock uses a Java API and offers access to lots of markets worldwide but it will cost you an arm and a leg - more than retail traders would be prepared to pay.

pwa

thanks dcraig1. i found this offered by www.mytrack.com/www.trackdata.co.uk through their affiliated company pactconsulting.
http://www.pactconsulting.com/mytrackSDK/sdkhome.html

dcraig1

I'm not familiar with MyTrack, but in cases of several data vendors, so called Java APIs are not pure Java at all and require a Windows application to be installed and running. These Windows apps usually perform some local caching of historical data, amongst other things. A quick glance suggested that MyTrack might be one of these. Same for C++.

If you are interested in the US market http://www.opentick.com is genuinely platform neutral, very cheap and looking fairly promising, though it would have to be described as no more than beta at the moment.

lurkerlurker

The closest I can find for that is OpenTick, which I use for my trading. It only covers US exchanges, but it should do your forex stuff okay I think.