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looking for an intraday stock quote feed [closed]

I have an application which needs to get intraday stock quotes on several assets (indices, commodities etc').

I want to be able to query the data in HTTP and get it as CSV/XML format.

Now, I'd like to be able to ask the data provider for example what was the last bid/ask/price on GE (General Electric) at 4:00PM, and ask it in let's say 4:05PM on that day, for further processing.

Similar services to what I'm looking for:

Reuter's DataLink service can give me this data on the last trade of the day.
I need it to flow through all day long - intraday.

Yahoo Finance (the query formay within it) is a great service which does what I want in terms of data delivery yet I'm unsure regarding its reliability/timing since it's free.
Also, I couldn't find any information regarding the delay of the data they provide relatively from the real world timing (like many websites give this data in delay of ~20min).

QuoteRSS gives this for free as well, it let's me pick a ticket and get its data, yet once again I'm unsure regarding its reliability, as well as its timing, which I have doubt if this is "realtime" or close to that.

Finally this blog post by google "At long last, real-time stock quotes are here" claims to offer free data on certain stocks, but in Google Finance's pages I can't find anything about it, nor at their API pages, and again, who knows what delay I get from the realtime data.

In addition to the concern with the above mentioned services (Yahoo, QuoteRSS & Google) I'm not sure how/if they provide an intraday information regarding the stocks, something which I need.

Worth mentioning is that many websites which deal with Forex claim to be getting their data feed from Reuters/Bloomberg.
Didn't find such a solution on both's sites. I even went online with a sales rep. at Reuters to ask about it and his answer, after a decent discussion, was that "he's afraid he cannot offer me anything better than their service DataLink". How odd!!

So to summarize my question;
1) Where do I get such data feed, in which I select several tickets from several markets, and get a closer-than-20min information regarding these tickets, in concise format (CSV/XML)?
2) If Reuters/Bloomberg offer it (I'll probably also call them later) - where is it being offered, at their websites? I'd like to get the data from a "big name" such as these guys, for reliability reasons.
3) Regarding "realtime" or not, it depends on the cost. What costs should I prepare to? I'm assuming that realtime feed costs a LOT, so, is there an option between realtime and the 20min delayed feed? Something like 2-5min delay?
4) Please mention how, or if, I can query for stocks' data in a timely manner, like "what was the price of GOOG at 4:00PM?".

Note #1:
Please keep in mind, when answering, that I need the quotes intraday and not "by the end of the day".

Note #2:
If google/yahoo do actually offer this kind of service for free, how do I find it? Directly. I don't mind starting with these "freewares" for testing and such, especially if I can query for data in a timely manner as mentioned above ("what was the price of GOOG at 4:00PM?").

Note #3:
In terms of licensing, I do not intend to resell this information. Simply as that.

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Poni Avatar asked Oct 16 '10 01:10

Poni


People also ask

Where can I get intraday stock data?

The easiest way to collect intraday stock data from the securities trading markets is to buy this data from a historical data provider. There are many brokerage platforms which provide raw intraday data on the intraday stock market and provide it via exchanges at the time needed.

How do I get intraday stock data in Excel?

However, Google Finance offers an API that lets you download intraday backfill data in a CSV file. After you click a button, the spreadsheet connects to Google Finance, and imports the historic intraday data. You get the Time, Open, Low, High, Close and Volume Traded.

What happens if there is no buyer in intraday?

If you have an open buy intraday position & stock hits lower circuit. If a stock hits the lower circuit, you will have only sellers and no buyers. So you will not be able to sell the shares you had bought for intraday. This will again get converted to a delivery trade.


1 Answers

Before they closed shop, I used opentick. My blog post about opentick shutting down got quite a bit of traffic, so I decided to write another post that examined some potential opentick alternatives. Take a look at the companies in the post and comments. Hopefully one of them will work for you.

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Joshua Ulrich Avatar answered Oct 16 '22 05:10

Joshua Ulrich