Affordable Delayed Data Feed From Web Service

[JDuPreez]

Hi,

I've been searching around for the past 2 hours, and cannot seem to find an answer. I'm looking for an affordable delayed (15-30min) data feed that is available over the Internet. I don't want to be tied to a proprietary native API (ie no Windows libraries that have to be downloaded).

Also I need something that exposes its data in a format that's easily consumable by an application, like XML, JSON, etc.

Thanks!

 

[Trading Spaces]

Hi,

I've been searching around for the past 2 hours, and cannot seem to find an answer. I'm looking for an affordable delayed (15-30min) data feed that is available over the Internet. I don't want to be tied to a proprietary native API (ie no Windows libraries that have to be downloaded).

Also I need something that exposes its data in a format that's easily consumable by an application, like XML, JSON, etc.

Thanks!

esignal on demand

 

[JDuPreez]

esignal on demand

Clearly I'm missing something. I've researched eSignal On Demand before I posted my question. I cannot seem to find any info on how their data will be accessed without using their Windows application.

Can you maybe clarify how I will access the info in an open format over the Internet?

 

[Trading Spaces]

Clearly I'm missing something. I've researched eSignal On Demand before I posted my question. I cannot seem to find any info on how their data will be accessed without using their Windows application.

Can you maybe clarify how I will access the info in an open format over the Internet?

Www.iqfeed.net

 

[RichardDale]

What periodicity do you seek? (tick feed, 1 min, 5 min, daily etc.)
Which markets?
Do you want a delayed streaming service of ALL symbols or just a subset?
Or do you just want to be able to query-on-demand a symbol at a time?

 

[JDuPreez]

What periodicity do you seek? (tick feed, 1 min, 5 min, daily etc.)
Which markets?
Do you want a delayed streaming service of ALL symbols or just a subset?
Or do you just want to be able to query-on-demand a symbol at a time?

Thank you for your reply Richard.

Periodicity would be daily: Close, High, Low, Volume, Open, etc, but for the current day I'd like to get the last traded price info, about 20min delayed. Typically what you'll find from Google Finance, Yahoo Finance and FT.com. The only thing is that I require a proper API to work with so that I can navigate my way through the info. For example, I'd like to drill down to NYSE energy companies & query each one at a time, or get them in one go.

Markets: I'm willing to adjust my markets to whatever a well designed web API provides. But it would be huge plus if I can get Johannesburg & Singapore Stocks.

> Do you want a delayed streaming service of ALL symbols or just a subset?
> Or do you just want to be able to query-on-demand a symbol at a time?

I'm flexible in this regard. A streaming service of ALL symbols might be overkill, so a subset is preferable. Querying a symbol at a time is also fine, IF there's a good way to discover symbols. In other words, if I'm querying a symbol at a time, I have to be able to first get a list of say NYSE energy utilities, and then query each one at a time to get it's data.

 

[JDuPreez]

Welcome to IQFeed! - Fast, Reliable, Affordable. Datafeeds and API.

Thank you Trading Spaces. IQFeed comes close to what I'm looking for, but it still requires a very basic Windows exe to be installed for some COM based TCP/sockets access... or am I wrong?

 

[RichardDale]

Since you want daily data progressively updated intraday, you'll also need to define the frequency of updates?

i.e. do you simply want to query it on-demand and how many securities per minute would you need etc.

if you want a subset of securities coming down, how many do you need any how often do you want them updated? eg. 500 symbols, updated once a minute. eg. 500 symbols, updated every tick.

eSignal Pro allows streaming capability too and an API is available.

There's quite a few on-demand web-based data providers - QuoteMedia, Markit etc.

The windows API solutions are aimed at the advanced trader. However, you get far more superior capability when you look at institutional feeds such as nxCore.

 

[JDuPreez]

Since you want daily data progressively updated intraday, you'll also need to define the frequency of updates?

i.e. do you simply want to query it on-demand and how many securities per minute would you need etc.

if you want a subset of securities coming down, how many do you need any how often do you want them updated? eg. 500 symbols, updated once a minute. eg. 500 symbols, updated every tick.

eSignal Pro allows streaming capability too and an API is available.

There's quite a few on-demand web-based data providers - QuoteMedia, Markit etc.

Thank you for your help. As I mentioned twice, an update up to 30mins is sufficient.

To be honest, at this stage I have no idea how many securities I will be using. At this stage I estimate around a hundred, or the number that makes up your average index. But I'm not sure. The JSE has about 50 or so SSFs, so those are ones might be tracking. So you can say 100 symbols, every 20mins will be sufficient.

I'll take a another look at eSingal Pro. Their product seems well priced. Although, I prefer web based data providers, as long as the historic data is 100% accurate. In other words, I can live with intraday data not being 100% accurate or up-to-date, but end-of-day/historic data must be 100%.

 

[JDuPreez]

Since you want daily data progressively updated
There's quite a few on-demand web-based data providers - QuoteMedia, Markit etc.

I checked out QuoteMedia & Markit, and QuoteMedia has exactly the products I'm looking for: QuoteMedia - Content Solutions - XML Data Services - Intraday XML

and

QuoteMedia - Content Solutions - XML Data Services - Quotes Data XML

You mentioned that there's quite a few of these on-demand providers. Do you know of any other ones beside QuoteMedia & Markit? I'd like to investigate them all, although I'm busy contacting QuoteMedia as I write this.

Thank you for this info.

 

[RichardDale]

Google search for things like:
on demand market data
xml market data

Xignite
netdania
Reuters have a snapshot service
Interactive Data has a snapshot service

Is this for your own personal use or commercial use?

 

[JDuPreez]

Google search for things like:
on demand market data
xml market data

Xignite
netdania
Reuters have a snapshot service
Interactive Data has a snapshot service

Is this for your own personal use or commercial use?

The data is for private use, for my own trading account. I'd like to process the raw data with R statistics.

First of all I have done Google searches, and have investigated a number of the providers. All of the ones I investigated had one of the following problems:
1. Too expensive (ie over $55 per month).
2. Requires some form of streaming API Windows app to be installed.
3. Didn't have any price info on their site, and required me to go back and forth over emails with their sales staff (ie is time consuming) - hence me asking here, instead of continuing emailing, searching & reading endless product descriptions myself.

I think it might be time to, I reemphasize the AFFORDABLE part of the thread's subject.

Xignite @ US$289 per month for 1 exchange is not affordable in my terms. I would say anything up to around $55 per month = affordable for me.

After a few emails going back and forth it turns out QuoteMedia will charge me US$500 for their delayed on demand feed. Took time to find this out + it's way too expensive.

I'm not even going attempt researching Reuters, as their products are targeted at big trading businesses, and usually way out of my budget's league.

At this stage it seems I will have to settle for some form of Windows exe (eSingal SDK), COM thingy, in order to get the data affordably.