Real-time prices

S

SimonR

Can anyone please help with my problem? I wish to start day trading but am having trouble finding real-time price information in the format that I need. There are plenty of web sites that give HTML lists of prices in delayed time (eg http://uk.finance.yahoo.com/q?s=@DOW.L&f=snlcvi) and plenty that give streamed prices in real-time (usually using Java or the like) but I can’t see to find any that give HTML lists in real time. I need lists, not individual quotes.

I need details in HTML (or XML) format as I wish to copy and paste the details to another application. I don’t need a free service - I’m happy to pay if I can get the data that I need.

Any help would be gratefully received.Thanks in advance.
 
Have you considered getting an actual real-time data feed that comes with an API so you can tinker with the data as you see fit. I know eSignal has TurboFeed. Something like that.

-FastTrader
 
Thanks for the quick reply. I’ve just looked at their website and it seems that APIs are available for Windows C++ and Visual Basic. I can program in PERL but there is no mention of an API for this. I’m not sure that I like the idea of teaching myself a new language.

Also, I would need a local “data manager” to access the service. I assume that this would be provided but it sounds as though it could get a bit complicated. I’d prefer to find a website providing an HTML or XML solution as I’m already geared-up to handle that.

Thanks again for your reply, though.
 
Thanks. I assumed that Yahoo data was delayed because they have a notice at the bottom of the page - "Quotes delayed 15 minutes for Nasdaq, 20 minutes otherwise". Do you think that the prices are actually real-time, despite this notice?
 
Simon, Yahoo "Real-time" quotes are actually ECN only quotes, so I doubt you want that.

eSignal - yes, the data manager comes with their datafeed. Don't know if you can interface with Perl.

Will you be using this on a Windows machine or apple/Unix/Linux?

If Windows, then you can just use QuoteTracker to get the real-time data from whatever source you want, then have your application query QuoteTracker using regular HTTP calls. The QuoteTracker API is at http://www.quotetracker.com/help/qtserver.shtml

Also, if you have a brokerage account with DATEK or Ameritrade, you can get multiple quotes at a time pretty efficiently. You would have to handle either basic authentication or proper cookie management for the logins.

Money.net has snapshot quotes, though the API is not public, as does StockWatch.
 
This is really helpful. I had no idea that such services were available. I had read that America was ahead of the UK in the daytrading field but I didn’t realise quite how far ahead.

Reading the Quotetracker website, it looks as though I could interface with the HTTP server without much trouble. I can work with the fact that the data is returned as text files.

This leaves me with one last problem. I had neglected to mention in earlier posts that I am primarily concerned with the FTSE (London Stock Exchange). My original intention was to find data for that market as, living in England, I am not very familiar with US markets. It is beginning to look as though I may have to re-focus on US markets if those are the only markets for which I can obtain suitable data. However, if there is a way to get UK market data from a system like Quotetracker, that would be my preference.

Thanks to everyone for taking the time to help.
 
Oops. I have just noticed that Quotetracker does interface with a UK site (ADVFN), so please ignore my last post (except the part thanking you for your help).

I’ll pursue this option.
 
Simon, we are also adding support a much more reliable datafeed that will support London, as well as many other exchanges.
 
Jerry,

I’ve been looking at the QuoteTracker site for a couple of days now and have downloaded and installed the software. I’ll buy it if it does what I need but I have a couple of questions first.

1/ I can’t seem to get it to work with ADVFN. I have a valid (free registration) account which I can use to get the streamed content in a browser. However, I can’t seem to get it to work in QuoteTracker. I’m not bothered about the live screen, only the HTTP server. All I get for AAL, for example, is: AAL,12/30/1899,00:00:00,0.00,0.00,0.00,0.00,-,0,0.00,0.00,0,0,0,0,0,0.00,0.00,0.00. This may be because I am not able to test this during trading hours and there is no feed when I start testing at 19:00 UK time. What do you think?

2/ I have read some posts on the message board and there seem to be problems with the streaming connection dropping out. It appears that users have to restart the stream manually. This doesn’t really suit my purposes as I do not intend to be present while the data is being received – I intend to use an automated method. As I will be interrogating the QuoteTracker HTTP server for my data I need a reliable stream. Do you intend to automate the re-connection? Also, I have read on the boards that you intend to support eSignal soon. Any idea when? This may be an alternative method for me if their stream is more reliable.

By the way, everyone in my office is very impressed with your software. Four of us are programmers and we didn’t even know that a stream could be de-constructed in the way that you have done.
 
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