[R-SIG-Finance] real time data feeds - commercial services

Jeff Ryan jeff.a.ryan at gmail.com
Tue Apr 1 17:21:27 CEST 2008

A good choice for RT data (mostly free with an account) integrated
into a trading platform is Interactive Brokers - they have supported
APIs for Excel, Java, and C# - in addition there are many _unofficial_
APIs implementing some or all of the functionality.


More info here:


There is an R API in the works called IBrokers that is being sorted
out.  Current plans are for only historic data integration into R.
You can look at the code here: http://code.google.com/p/ibrokers/  It
is not very reliable at present - my time commitment to it has been
sidetracked recently - but it is being actively pursued.

For full API integration Java or Python via IbPy (
http://code.google.com/p/ibpy/ )would be the way to go

You might also want to look at www.opentick.com for data.  A lot of it
is free, though some exchange fees apply.  The biggest caveat to
opentick (besides questionable data) is the user agreement... read


On Tue, Apr 1, 2008 at 10:06 AM,  <binabina at bellsouth.net> wrote:
>  Hello, anyone can recommend a few (inexpensive) 3rd party services that
> provide real time data for the markets with a Java API or some type of
> webservice to fetch the data?  Stock, bond, currency, option, and technical
> type indicators.   Like to begin creating some workflows using R to
> implement some algorithmic traded ,but need real time data!
> thanks in advance
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