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

[Jeff Ryan]

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.

www.interactivebrokers.com

More info here:

http://www.chuckcaplan.com/twsapi/

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
carefully.

Jeff



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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