Data Feeds

C

Corey

Hey all -- long time lurker, first time poster.

I am interested in writing my own ATS. Because I would like to write it in Erlang, I have been looking for some fairly cheap data feeds with an open API that don't require me installing any software (mainly because I am working on a Mac).

I am not planning on doing intra-day trading, so all I need is a feed that gives me intraday data with historical information. I also want information like PE, Historical PE, Current Cash, Current Debt, et cetera. As much fundamental information precalculated, the better.

Technically, I could get this all off of Yahoo! with HTTP requests, but that seems slow and unnecessary.

I was recommended IQFeed, which seems like my best option so far. My other option seems to be IB's TWS -- but I can't say I am all that excited about what that system has to offer. I was hoping you guys might have some other ideas.

Thanks.
Corey
 
I swear I remember DTN IQ saying they don't filter bad ticks, not good! You could try Esignal or directly from the exchanges. IB data is flakey some times. I better be careful, the IB lovers are going to flame me. :p

I get my futures data from TransAct, I have a small back up account with them. Pretty darn good data IMO. I am sticking with them.
 
Well, im not that impressed with IB's data feed either, too many spikes on their ETF data, like on SPY, QQQQ, DIA etc. I would also like to hear about any good realtime datafeeds that dont have spikes all over the place and backfill fast.
 
Quote from FullyArticulate:

opentick.com

But, really, between using Erlang and a Mac, you're asking for quite a bit.
More...

Yeah, probably :D
But as long as the protocol is open, I have no issue implementing it myself. I just want a fast, reliable connection that gives me access to all sorts of financial information. All I will really be doing is EOD calculations, so stuff like debt-to-equity, current ratio, et cetera is more important than the last bid price.

I will definitely check out OpenTick. Looks good. If all else fails, I will just parse Yahoo!s pages :eek:
 
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