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Stock Exhange Data

Where would one get current Stock rates for use in a program?

Saturday, October 07, 2006
Directly from NYSE, NASDAQ, TSE, LSE, etc. Or from someone like Reuters or Bloomberg.
Saturday, October 07, 2006
It's not cheap.  I think Yahoo used to get data from Comstock (or something like that).  Reuters has apps and APIs you can tie into.

You could potentially screen scrape or, but you didn't hear it from me.
Saturday, October 07, 2006
There's a network you attach to you that will stream the stuff at you. In general, you buy it off (say) Reuters. And yes, CURRENT prices cost a lot to subscribe to. (It's one of the ways the exchanges make money).

20 minutes old is considered not very valuable at all, and is published free on websites, so there's probably a feed you can access for not very much.

It depends how current you want them.
Katie Lucas
Sunday, October 08, 2006
$1500/month from Bloomberg.
Sunday, October 08, 2006
Keep in mind that Yahoo and others who offer stock information for free are showing a ~20m delay. May be interesting, too, to get the information from a web service.

This WS to get NVDA:

Informastion page:
Ross Sampere Send private email
Sunday, October 08, 2006
Depends a lot if you want real-time, 20-minute delayed, or history going back 20 years. Also depends which exchanges. If you want free 20-minute delayed US stocks, there are no end of freebie options like Yahoo.
Greg Send private email
Sunday, October 08, 2006
"Where would one get current Stock rates for use in a program?"

Like other posters have said, it depends on what you want. There's not one source. Even amongst real-time sources, you asically have things broken down into level 1 feeds (where you get best bid, best ask info only, and maybe time & sales. Then you have level 2 (which is what most people mean by a real time feed) which has time & sales and the bids and asks. Then you have the equivilant for ECN's like island. Then you have historical data which can either be daily or some higher resolution (say 15 mins interval, or 5m or 1m) -- these tend to provide volume, high, low, open, close type data, regardless of period.

There is no such thing as a current stock price, so it's hard to guess what you're looking for. You know what the last sale was, and what the best bid and best ask are, anything else is pure speculation.
anonymous for this one Send private email
Monday, October 09, 2006
Sorry for not being detailed enough (and for letting this go without a reply for so long)

Actually, delayed data would be fine.

1 day delay even.

Any way for free?
Sunday, October 15, 2006
"Actually, delayed data would be fine.

1 day delay even."

What kind of data? Just daily o/h/l/c & volume data, or t&s data? It's unclear if it's legally possible to make use of yahoo data in an application. It is, however, clear you are not permitted to redistribute it. I know amibroker ( uses yahoo data in an application, so it's probably okay, in small amounts.

People tend to prefer yahoo data because it doesn't require web scraping, as you can get csv output (of both quotes and history).
anonymous for this one Send private email
Monday, October 23, 2006

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