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    <p>I have used IQFeed for some time. It is not HTTP or a CSV but it is a streaming push of ticks from their servers to you. The client is a bit kludgy but overall I find it to be acceptable for the price. This type of feed would be considered "realtime" by most people and since you are talking about minutes I assume that you are someone who is not worried about a couple seconds of latency here or there.</p> <p>I have experience with Reuters (Thomson) feeds. They are expensive since we are now talking about TotalView/OpenBook data. This would be used to calculate the history of the order book and could be used for analyzing things like the liquidity of an equity at different price levels. I had a good experience with them at another job. 24/7 Engineering support, fixes, decent security db. The reality is that there is a wide variety of ways to get these feeds mostly from brokerages. I don't think this is what you are looking for since you mentioned things that were free. </p> <p>There are "mid tier" providers like CQG although I have no experience with them.</p> <p>In general no matter who you are using you need to be willing to implement their protocol and format. I have found this to be true no matter which feed I use. The good news is that all you need to do is make a parser.</p> <p>What was the price of Google at 4:00PM? Who can say. Which part of 4PM? Would the price at 4PM would be something like the final print to the tape of the closing auction? Is it the auction midpoint? The price is what you can transact at which can be very different then what you see printed. ;-P</p> <p>A final note: If you are building a trading system of some sort pay for your data. It should be cleaner than trying to assemble it. The exchanges charge for data and there is no real way around it. If you can't afford a couple of hundred bucks a month for some data then you probably don't have enough capital to be trading.</p>
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    1. POlooking for an intraday stock quote feed
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    1. USSteve Severance
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    1. CO@Steve enjoyed reading your answer! About IQFeed - can you talk a bit more about the "kludgy" part? In what way it that so? Well, just to clear it - I'm definitely not going to use a free service. Paying means they're committed to some quality of service, so.. Now about Reuters I think you're talking about their trading platform/software, correct? Well, what I need, by now I understand, is a clear data feed. No software/GUI/etc'. Simply give me the numbers (: Can you tell what price you paid Reuters for a data feed, if that so?
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    2. COAlso regarding the 4:00PM question - it's not complicated at all. Which part of 4:00PM you're asking? Here's an answer: I want the first price on 4:00PM. I mean, if on that second there were 6 prices then I simply want the first. Hope someone offers it. I should be somewhere!
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    3. COI can't tell you what we paid for the tick feed. It was part of a negotiated package. We did not use any of their UI stuff. We just used their raw data feed for tick data plus other things like fundamentals, corporate actions, etc... I will tell you that our complete setup ran in the tens of thousands per month.
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