Datafeed for Python

[Lacanau]

Hi, I'm looking for a data supplier that can provide a real time data feed thats python friendly. Anyone have any suggestions as to which one might be the quickest?

I've have already been given a site that can be easily accessed via python for historical data, but i'm building some programs that work on the data stream itself.

Any recommendations would be appreciated :clap:

Thanks

 

[gc1]

I recall that somebody has published a Python module for getting quotes and data from the Interactive Brokers trader workstation software (search for IbPy) - of course you need an account with Interactive Brokers for this to be of any use. Personally I prefer Ruby to Python - I find interfacing to C APIs and libraries much easier with Ruby - although both Python and Ruby run about 50 times slower than C code which may or may not matter depending on your application.

 

[GammaJammer]

R with a C++ plug in? Or Matlab with similar?

 

[Lacanau]

I remember IB requires a significant minimum deposit just to get the account up and running, but they can provide good enough resolution it might be worth it. I've been working with python just to get my head around some of the stuff. It's incredibly easy interfacing with cryptocurrency exchange APIs, and a great way to test and build some of my algorithms. Ultimately i'll be running with C++. baby steps...
No ther quote providers? I'm more interested in working with the spotfx market, and I know theres plenty of data providers out there. I just can't find out who's programmer friendly

 

[Trader333]

I seem to remember that the early versions of Tradestation were written in Python but not sure.

 

[Lacanau]

I seem to remember that the early versions of Tradestation were written in Python but not sure.

I look into it. Cheers!