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Yahoo Stock Quotes in Go

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Re: Yahoo Stock Quotes in Go

#3

Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

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.

Re: Yahoo Stock Quotes in Go

#4

Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

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)

Re: Yahoo Stock Quotes in Go

#6

Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

What level are you looking for? There are a lot of ways to define that stream. Last trade, book data, etc. What degree of latency is tolerable for your application?

Re: Yahoo Stock Quotes in Go

#7

Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

> Does anyone know of any true market data sources that are not delayed, free and open for commercial use?

Short answer: No

Long answer: It depends on what you mean by "true market data". This requires understanding a lot more about how the market and bidding process actually functions, but there really isn't a single canonical price at any point, and there are many ways to define what you're looking for, depending on what you're referring to - all of which are valid according to different assumptions.

Think of it as a special kind of eventually-consistent database. Depending on the consistency model, you can't ask what the value of x is right now, because there are multiple possible values that are all valid. It's only after they converge (which takes time) that a single, canonical value emerges.

This is one of the reasons that quotes are always delayed - it's possible to talk about what the price was at some point in the past, because those ways of defining the price dynamically have all essentially converged to the same value, but it's not possible to pinpoint a single price in the present.

To get all of the various sources of real-time data that can be considered the "current price" requires a lot of low-latency connections to various market players. That's not cheap, so there's nothing that's not delayed and free and available for commercial use.

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