Best source of streaming data for futures?

March 12, 2009 9:50 PM

I need to get streaming futures data to use in software I am developing. What's the best source?

I'll be using the C# programming language. I'd like to get streaming quotes for all futures and commodities, simultaneously.

posted by Hypocrites to technology (5 comments total)

Bloomberg has a C# API.
posted by jeb at 9:57 PM on March 12

You're shitting me. This is perfect, their web information is kind of sparse. I contacted sales, but do you have any experience with it? Or any relevant links? It seems they don't give too much information out and google is less than helpful. I'd like to see the API before I purchase it. I know this is probably better directed at sales, but I'm excited and want to know now.
posted by Hypocrites at 10:18 PM on March 12

I've used the DDE feeds from CQG machines to get realtime data. They also have an API.
posted by pjern at 11:08 PM on March 12

I have experience with it, but the most recent API major version series (3.x IIRC) is a massive rework, and I haven't used that. We still use the previous (but still-supported) tree (2.x series I think?).

Couple side questions: I just checked your profile to see if you had an email there. Two things, one, BB is...kinda pricey (~$2k/mo depending) and you're profile says "# I am broke." so before you get too psyched about BB who is paying for this? On the flip side, your profile page also says you're a student. A lot of schools have Bloomberg licenses already set up. To check out the api type WAPI on the BB terminal and it'll give you a list of files to download.
posted by jeb at 9:04 AM on March 13

what contracts do you need? Do you need time & sales data or just price? historical or real time? There are actually some free solutions if you dont need time & sales data for all contracts.

try signing up for a demo at http://www.alpari-forex.com/ .
posted by 3mendo at 4:01 PM on March 17