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

binabina at bellsouth.net binabina at bellsouth.net
Tue Apr 1 17:45:29 CEST 2008


 thanks - this is perfect.! 
  -------------- Original message from "Jeff Ryan" <jeff.a.ryan at gmail.com>: --------------


> 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,   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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> 
> 
> -- 
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