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by toby 4085 days ago
Interactive Brokers has a very robust API, and market data fees are $10/month or free if you spend more than $30 on commissions.

(I'm not affiliated, but I've used their services before and have been happy)
2 comments
ddeck 4085 days ago
>Interactive Brokers has a very robust API

IB's API is anything but robust. It is inconsistent, poorly documented, and IB have a history of changing it without notice.

It also requires all communication runs through their client side Java GUI app, which is also prone to a variety of problems.

That said, IB are a very good low cost broker with amazing product breadth. But I would suggest caution if using their data API for anything remotely serious.

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bobcostas55 4085 days ago
You can always use FIX if you don't like their API, no?
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ddeck 4084 days ago
FIX is for execution, market data is still via their API and client software.
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genericacct 4085 days ago
...and now you have two problems
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bobcostas55 4085 days ago
IB doesn't have anything approaching "true market data" though. The best you can get are consolidated "snapshots" every 250ms or so.
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