Data provider that offers relatively painless database support?

L

LodeRunner

I'm tired of wrestling in vain with Interactive Brokers' API. My analytical engine is nearly complete but I have no recent fine-grained data to test it on.

Who offers historical and/or real-time data with an API (or readymade solution, dare I hope) granting easy insertion into an SQL database? I'm not particularly particular on the databases supported. Hell, at this point I'm not even particular that it be SQL. If I can write it to CSV, I can easily marshal it into the db from there.

I don't even need real time; fine-grained historical (5 second bars) should be fine, provided I can request and receive it on a real-time basis. I don't even care about the instruments offered as long as they're from a USA exchange (or Forex), and it's not overly expensive.

If someone could give me some good suggestions, I'd be willing to offer a bit of statistical/financial advice in return. (I've passed actuarial exam FM (first try) and am a few credits shy of a B.S. in actuarial science from FSU.)
 
Quote from ModulusFE:

Try the Barchart API: www.modulusfe.com/api/
We provide the API at no charge. Barchart.com chares $50/month for the actual data feed service.
More...

What is the advantage of the ModulusFE Barchart.com API over the API offered by Barchart.com itself?
 
We are a VAR for Barchart, except we are not technically "reselling" anything. We provide free support service and in exchange, we hope that increases sales for our other products.

There are many other good data providers out there. We just happen to like Barchart because they are fairly inexpensive ($50/mo) and easy to work with. They also provide good B2B services for our customers who want to host financial websites and such.
 
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