Stock data for use in black box trading application?

March 28, 2009 1:12 PM

Stock data for use in black box trading application?

I just need raw data, the current tick and the technical analysis for each tick and I need the data to be real-time. I would prefer an API with it, but if not that's fine. All I need is data, no other analysis or "features" of any kind. (e.g. no Bloomberg Terminal, Fidessa, CQG, any variation therof) This data needs to be easily manipulated in my own application that I'll be developing in C#. Thanks in advance!

posted by Hypocrites to technology (3 answers total)

Sounds obvious but have you looked at the exchanges you're interested in? They generally license data feeds.
posted by jeb at 1:37 PM on March 28, 2009

Try Interactive Brokers.

But beware, their free data is totally bogus. You need to open a real account and then you can ask them to setup a second non trading account with live data that you can develop against.

If you want to go industrial strength, look up the FIX protocol.
posted by b1tr0t at 1:38 PM on March 28, 2009

You might also want to check out eSignal. It's got other crap you don't want, but its also really cheap. I've never used it though.
posted by jeb at 1:40 PM on March 28, 2009