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by klenwell
4085 days ago
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I was looking into this recently. Here's what looks to be the canonical Stack Overflow post on the subject: http://stackoverflow.com/questions/10040954/alternative-to-g... Questions of this nature seem to usually end up pointing to Yahoo's API. I saw elsewhere (can't locate source at moment) quotes ranging in the $10,000's a month range for real-time data. I'm sure someone on here could provide a more accurate figure. It's valuable data associated with an industry that's famous for extracting value out of data so I'm not really surprised it's not free. |
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That sounds excessive. You basically either subscribe to individual exchanges or a consolidated feed from a 3rd party that typically incorporates multiple venues.
For applications that need something professional and reliable, but don't need direct exchange connections (i.e. can deal with ~1-200ms latency), I recommend IQfeed [1]. Depending on exchanges, cost is probably around $100/month
Source: I've been using them for fully automated trading for a couple of years
[1] http://www.iqfeed.net/