Python real time data feed

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Old Dec 21, 2013, 7:47pm   #1
 
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Python real time data feed

So i've done a couple of courses on computational finance, and i'm pretty familiar with python so I want to start applying some of what i've learned on actual real time data feeds rather than downloading and computing historical data (which I can only seem to find dailies for what i'm interested in [forex])
Anyone know of any feeds I can play with? the quicker the better really, though no worries if prices are delayed by 15 minutes or whatever.
Thanks.
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Old Jan 21, 2014, 2:18pm   #2
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I doubt you could get delayed streaming data for free. if you wanted delayed you would have to either download it on the fly and store it or find an API you can query.

Streaming market data is pretty expensive you would have to look at someone like morning star

All the options are going to cost you unless you go for something like yahoo etc
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Old Jan 21, 2014, 2:53pm   #3
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What instruments are you wanting to have a datafeed for ?
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Old Apr 9, 2015, 12:41am   #4
 
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What instruments are you wanting to have a datafeed for ?
hello

i have the same question, i need the opening price of the vix index in realtime, anyone got any ideas? looks like pandas can only access historical data from what i see.
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Old Apr 10, 2015, 12:01pm   #5
 
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Originally Posted by Trader333 View Post
What instruments are you wanting to have a datafeed for ?
Just the majors really. Spot Gold, Silver, and Crude would be nice too, but frankly I'm just looking for something to try out some algorithms on. Have you heard of anywhere that gives out any free feeds? Or even trials?
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Old Jun 4, 2015, 8:45pm   #6
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Originally Posted by obayesshelton View Post
I doubt you could get delayed streaming data for free. if you wanted delayed you would have to either download it on the fly and store it or find an API you can query.

Streaming market data is pretty expensive you would have to look at someone like morning star

All the options are going to cost you unless you go for something like yahoo etc
There's plenty of free data sources out there. Google offers free intraday data.

http://www.quantshare.com/sa-426-6-w...s-stock-market
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Old Jun 4, 2015, 11:30pm   #7
 
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There's plenty of free data sources out there. Google offers free intraday data.

http://www.quantshare.com/sa-426-6-w...s-stock-market
You either pay for it from your brokerage firm or you buy the redistribution license $3,000/mo NYSE, which requires that you charge people access to your feed based upon non-professional and professional subscribers. Nothing is ever free.

**NYSE, NYSE Arca LLC, and NYSE MKT LLC reserve all rights to the securities information that Yahoo! Inc. makes available to you. You understand and acknowledge that such securities information does not reflect trading activity on markets other than NYSE, NYSE Arca, or NYSE MKT, as applicable, and are intended to provide you with a reference point only, rather than as a basis for making trading decisions. None of Yahoo! Inc., NYSE, NYSE Arca LLC, and NYSE MKT LLC guarantee such information nor shall any of them be liable for any loss due either to their negligence or to any cause beyond their reasonable control. Any redistribution of such information is strictly prohibited.

It is alright for historical data but most of the sites on the webpage don't allow you to go back that far. I won't be dropping my subscription anytime soon.
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Old Jun 5, 2015, 1:48pm   #8
 
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live data, use with python

Quote:
Originally Posted by Lacanau View Post
So i've done a couple of courses on computational finance, and i'm pretty familiar with python so I want to start applying some of what i've learned on actual real time data feeds rather than downloading and computing historical data (which I can only seem to find dailies for what i'm interested in [forex])
Anyone know of any feeds I can play with? the quicker the better really, though no worries if prices are delayed by 15 minutes or whatever.
Thanks.
try to find the quantopian site, i am pretty sure it gets you what you are looking for. Not only is it free, if you develop a demonstrated profitable trading strategy funding is made available. Let me know whether this works for you. I am still stuck in learning python.
Bluk
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