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Ask HN: Who do you use for stock market data?

18 points by yourabi ↗ HN
A couple of months ago I posted asking about what the preferred source for streaming stock market data was.

I was pointed to open tick, which looked really promising but looks like it has gone into zombie mode (not accepting sign ups...etc)

Outside of scraping Yahoo Finance or Google Finance what are my options? I'm willing to spend a bit of money (20-30 per month?) and would like certain data points (short interest...)

Where should I look?

Original post: http://news.ycombinator.com/item?id=199892

21 comments

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nickb
I used IB for few years. Recommend them highly. Not sure how much they charge these days. They're very flexible, have a great API and their transactional costs are cheap. You can get more info here: http://www.interactivebrokers.com/
yourabi
Thanks. Did you use them as a broker or just for their data API?
nickb
Broker... but they have no minimums.
furiouslol
i use IB as my broker too. I don't think they offer data sales separately.
jack_alexander
I use Cottonelle...After all, the market is in the toilet. (Forgive me, I see a need for humor here.)
mstefff
you'll need to spend much more per month for raw streaming market data
lowkey
For real-time streaming API a low cost option is IQFeed.net which charges about $67/month for Nasdaq, AMEX, and NYSE + $50 setup. The data feed source is ComStock and the only API available is through Windows COM (yeah, I know)

To offer real-time to the public you will need to set up agreements with each of the exchanges individually. Expect to pay about $1/user/month plus some fixed monthly fees.

If real-time isn't essential, you could also use the fantastic python library ystockquote to get delayed data from yahoo.

alecco
With so many trading companies going bust I bet the price will go down soon.
ced
Many years ago I looked into the problem, but for the Canadian market. We couldn't find a service with an API, so we took one of those 15$/month paying services that gives you some Java software to "analyze" the data (Stockwatch). I used a packet sniffer (Etherreal?) and reversed out the protocol. I used Python for the actual software. They don't really mind you doing that if you're paying already, so it was fairly easy to do, even for me who had no experience.
furiouslol
I must say sir. That is brilliant. $15/mth for a pseudo realtime quote API is dirt cheap.
charlesju
If your application can tolerate a day's delay then perhaps you should look into just grabbing the XML files from Yahoo! Finance. They let you download the history of any of their stocks and use in your own code.

For example: http://finance.yahoo.com/q/hp?s=AAPL&a=08&b=7&c=..., and click on the download Spreadsheet link at the bottom

updown.com, an investing startup that really likes advertising to me on Facebook, uses these guys

http://www.quotemedia.com/

They seem to offer live quotes, but I cannot personally vouch for their services.