Are there free realtime financial data feeds since the demise of OpenQuant? [closed]

by

I think you’ll find all you need to know by looking at this question: source of historical stock data

I don’t know of any free data feeds other than Yahoo!, but it doesn’t offer tick-by-tick data, it only offers 1 minute intervals with a 15 minute delay. If you want to use an already existing tool to download the historical data, then I would recommend EclipseTrader. It only saves the Open, Close, High, Low, and Volume.

Eclipse Trader
(source: divbyzero.com)

You can write your own data scraper with very little effort. I’ve written an article on downloading real-time data from yahoo on my blog, but it’s in C#. If you’re familiar with C# then you’ll be able to translate the action in Java pretty quickly. If you write your own data scraper then you can get pretty much ANYTHING that Yahoo! shows on their web site: Bid, Ask, Dividend Share, Earnings Share, Day’s High, Day’s Low, etc, etc, etc.

If you don’t know C# then don’t worry, it’s REALLY simple: Yahoo allows you to download CSV files with quotes just by modifying a URL. You can find out everything about the URL and the tags that are used on yahoo here: http://www.gummy-stuff.org/Yahoo-data.htm

Here are the basic steps you need to follow:

  1. Construct a URL for the symbol or multiple symbols of your choice.
  2. Add the tags which you’re interested in downloading (Open, Close, Volume, Beta, 52 week high, etc, etc.).
  3. Create a URLConnection with the URL you just constructed.
  4. Use a BufferedReader to read the CSV file that is returned from the connection stream.

Your CSV will have the following format:

  • Each row is a different symbol.
  • Each column is a different tag.

Leave a Comment