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Yahoo Stock Quotes in Go

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Re: Yahoo Stock Quotes in Go

#12

Post by ddeck »

klenwell wrote: post #3
hbharadwaj wrote: post #2

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…

>quotes ranging in the $10,000's a month range for real-time data.

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/

Re: Yahoo Stock Quotes in Go

#13

Post by ddeck »

toby wrote: post #4
hbharadwaj wrote: post #2

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)

>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.

Re: Yahoo Stock Quotes in Go

#16

Post by bobcostas55 »

toby wrote: post #4
hbharadwaj wrote: post #2

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)

IB doesn't have anything approaching "true market data" though. The best you can get are consolidated "snapshots" every 250ms or so.

Re: Yahoo Stock Quotes in Go

#17

Post by bobcostas55 »

ddeck wrote: post #13
toby wrote: post #4

Earlier quoted context omitted.

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)

>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 AP…

You can always use FIX if you don't like their API, no?
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