Datafeed with API

S

shortskirt

I have been searching for a data feed (Futures data) that has an C++ API that i can run on a server ( Pref. Linux but Windows is OK also )

It's amazing how hard it is to find something. I've read about Nanex and they seem to have an API that i think may work and i'll contact them. Others like eSignal or IB seem to require that you call into an API that's based on some kind of desktop app. (like TWS) so it cannot be run from a server.

Anyone had any luck finding something like this?

Thanks!
 
I ended up going with iQFeed

I liked that they are up front about pricing. They have a good API and although the software is only for Windows it can be used with Wine to work on a Linux server if needed.

For both Rithmic & Nanex getting pricing information is like getting blood out of a stone. I'm sure their data is fast but they should be a bit more transparent on how much their service costs.
 
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