Real-time stock web service

November 11, 2005 3:39 PM

I need a very simple stock quote web service that I can get at programatically. Everything I've found is either non-real time ("delayed 10 minutes") or not programatically available (i.e. an embedded java webpage that only works in IE.) I'd even screen scrape if they let me. I will obviously pay for this service. I don't need charts or anything fancy beyond real time data for any of the major exchanges (I'm not picky.)
posted by neustile to work & money (8 answers total)

I somehow missed that I need this to be real-time data, not delayed data that is normally available for free everywhere. Lots of places have real-time data for a fee but don't provide a web service-- I need it to have a web service or otherwise easily accessible.
posted by neustile at 3:40 PM on November 11, 2005

IANAL, but I suspect that you're not finding live or even easily accessible realtime options because they would violate the contractual limitations that come with access to that live data. I've always understood the delayed data to be an exact consequence of this situation -- you must pay a premium for realtime data, and that data is tightly controlled to protect the fees associated with access to the data. Even if you do find a service that you can easily scrape, you'll likely be in violation of the site's terms of service.

(Though if you're a business with money and lawyers to spend, I'd think you can work out a contact/license situation with the providers of the data).
posted by VulcanMike at 3:53 PM on November 11, 2005

I believe Interactive Brokers offers an API that you can tap into.
posted by jclovebrew at 4:01 PM on November 11, 2005

I found a bunch of places via google. Here's one.
posted by rajbot at 4:20 PM on November 11, 2005

Dude -- I used to get paid ridiculous sums of money to write interfaces to Telerate feeds. Of course, that's when I worked at the World Financial Center for the world's oldest and largest Japanese securities firm. Everyone on the floor had live Telerate feeds right to their desks.

Of course, everyone also had a Sun workstation, and the Cray was 2 floors downstairs.

I think real-time may be out of your grasp unless you also happen to work in a broker's office.
posted by thanotopsis at 6:41 PM on November 11, 2005

A few year ago I scraped the streaming protocol of the Island bookviewer. This gives you, in near-real-time, every trade performed for a given stock on the Island ECN. I don't have my notes but the protocol was awfully simple; 10 minutes with Ethereal should be enough. It's not quite the same as an official Level 2 feed of course, but it was close enough for my art project.

If you intend to let other people use this app, your compliance requirements will be far more complex than just getting the data.
posted by Nelson at 10:58 PM on November 11, 2005

you need to talk to the folks at thomson financial, bloomberg, and the like. they are the ones who provide brokers and traders at banks et al with their real time data.

i am pretty sure you go to them, tell them you want to get the API and the real time data etc and you pay.

For example I found Thomson's Sharewatch API

i have no idea whether their API will be "simple"
posted by poppo at 5:19 AM on November 12, 2005

and at the bottom of this bloomberg page i found where you can download a doc about their API. maybe it will tell you some more in there.
posted by poppo at 5:23 AM on November 12, 2005