looking for an intraday stock quote feed
I have an application which needs to get intraday stock quotes on several assets (indices, commodities etc').
I want to be able to query the data in HTTP and get it as CSV/XML format.
Now, I'd like to be able to ask the data provider for example what was the last bid/ask/price on GE (General Electric) at 4:00PM, and ask it in let's say 4:05PM on that day, for further processing.
Similar services to what I'm looking for:
Reuter's DataLink service can give me this data on the last trade of the day.
I need it to flow through all day long - intraday.
Yahoo Finance (the query formay within it) is a great service which does what I want in terms of data delivery yet I'm unsure regarding its reliability/timing since it's free.
Also, I couldn't find any information regarding the delay of the data they provide relatively from the real world timing (like many websites give this data in delay of ~20min).
QuoteRSS gives this for free as well, it let's me pick a ticket and get its data, yet once again I'm unsure regarding its reliability, as well as its timing, which I have doubt if this is "realtime" or close to that.
Finally this blog post by google "At long last, real-time stock quotes are here" claims to offer free data on certain stocks, but in Google Finance's pages I can't find anything about it, nor at their API pages, and again, who knows what delay I get from the realtime data.
In addition to the concern with the above mentioned services (Yahoo, QuoteRSS & Google) I'm not sure how/if they provide an intraday information regarding the stocks, something which I need.
Worth mentioning is that many websites which deal with Forex claim to be getting their data feed from Reuters/Bloomberg.
Didn't find such a solution on both's sites. I even went online with a sales rep. at Reuters to ask about it and his answer, after a decent discussion, was that "he's afraid he cannot offer me anything better than their service DataLink". How odd!!
So to summarize my question;
1) Where do I get such data feed, in which I select several tickets from several markets, and get a closer-than-20min information regarding these tickets, in concise format (CSV/XML)?
2) If Reuters/Bloomberg offer it (I'll probably also call them later) - where is it being offered, at their websites? I'd like to get the data from a "big name" such as these guys, for reliability reasons.
3) Regarding "realtime" or not, it depends on the cost. What costs should I prepare to? I'm assuming that realtime feed costs a LOT, so, is there an option between realtime and the 20min delayed feed? Something like 2-5min delay?
4) Please mention how, or if, I can query for stocks' data in a timely manner, like "what was the price of GOOG at 4:00PM?".
Note #1:
Please keep in mind, when answering, that I need the quotes intraday and not "by the end of the day".
Note #2:
If google/yahoo do actually offer this kind of service for free, how do I find it? Directly. I don't mind starting with these "freewares" for testing and such, especially if I can query for data in a timely manner as mentioned above ("what was the price of GOOG at 4:00PM?").
Note #3:
In terms of licensing, I do not intend to resell this information. Simply as that.
Answer
Before they closed shop, I used opentick. My blog post about opentick shutting down got quite a bit of traffic, so I decided to write another post that examined some potential opentick alternatives. Take a look at the companies in the post and comments. Hopefully one of them will work for you.