Good data vendors with API

Q

Quack

I am looking for a very reliable realtime data vendor to power a trading application I am writing for myself. I need something that will

- have a Java API (Sun Java, not MS)
- provide American and European equity and futures data


I have come up with a few names... Bloomberg, Reuters, Telerate, Bridge, myTrack... was wondering if anyone had had experience with these, or others. I don't mind spending a little for a good feed, but not more than I have to; I'm not concerned about the front-end applications the vendor itself provides, just good quality API-accessible data.

Any help would be appreciated.


Quack
 
I would be interested in what type of information you come up with. I done a bit of Java development myself. I wonder what kind of market there is for a real time feed with a Java front end (non browser based I would think).
 
I can't imagine people would prefer to have a Java front-end, over say a C++ front-end. I am writing in Java because that's what I know (and it will have a limited front-end) and I want the application for my own trading, not to sell.

But I'll let you know what I find out...
 
Hi all. If my order entry platform -Sterling , only has objects to submit orders and cancel them, and not have the ability to 'fetch' data and give it to my VB program, can I subscribe to a data vendor, get the data thru thier API ? Can anyone suggest a good vendor that has API? Can i create a single VB program with 2 API connections -one to Sterling and the other to the data vendor? Thanks
 
I have written systems using Sterling's API (among others) with other quote providers. You simply include both vendors components in your program. You can get best bid/ask quotes from Sterling also, but you use the DDE link as opposed to the ActiveX, which is just for the order entry functions.

I use IB's TWS for quotes but am looking for another provider that gives (basically) level 2 data via the API. I heard RealTick can do this via their API, with a RealTick subscription. I'd be glad to hear of any other good quote providers anyone knows of..
 
I use the MyTrack DLL as a realtime feed and have been quite successful with creating a C#.NET fully featured app.

They have an OCX version, a DLL version, and a Java API version of their product. There are also brokerage functions as MyTrack is a brokerage company (I do not use these functions so I can't speak to them).

There is good support via a Yahoo group and it is quite inexpensive to get up and running.

Check out www.mytrack.com and www.pactconsulting.com for info. The Yahoo group is http://groups.yahoo.com/group/MyTrack_sdk/ but I'm not sure if you can read messages without becoming a member.

Anyway, I hope this helps.
 
Originally posted by Quack
I am looking for a very reliable realtime data vendor to power a trading application I am writing for myself. I need something that will

- have a Java API (Sun Java, not MS)
- provide American and European equity and futures data


I have come up with a few names... Bloomberg, Reuters, Telerate, Bridge, myTrack... was wondering if anyone had had experience with these, or others. I don't mind spending a little for a good feed, but not more than I have to; I'm not concerned about the front-end applications the vendor itself provides, just good quality API-accessible data.

Any help would be appreciated.


Quack
More...

... Have used Bloombergs solutions to write feeds for two large institutional clients: PIMCO and another project which is currently in progress. I have written the interfaces in C/C++ and some work in Java - current project work is all in C++ for interaction with the API's. The front ends were writtten in Java and C++: A few interfaces were written in VB.Net/C# including some of the UI.

Bloombergs solutions are of adequate quality: they can be made to work. Bloombergs product offerings are not inexpensive ....
 
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