Source for real-time tick data (stock price, etc.) updated every second?
Source for real-time tick data (stock price, etc.) updated every second?
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Basj · External communityPost link
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Author: Basj
Original post: https://quant.stackexchange.com/questions/21951
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For educational purposes, I'm looking for a source for now's
real-time tick data for stock prices, or FOREX,
etc., with a 1 second precision.
Is there such free data feed?
If not, could such data be
scraped
on some website that displays it in realtime (updated every second) ?
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Stanislav Berkov · External communityPost link
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Author: Stanislav Berkov
Original post: https://quant.stackexchange.com/a/24792
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You can get time and sales data from here
https://www.cqgdatafactory.com/
time resolution is 1 min but list all quotes within it.
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joaoavf · External communityPost link
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Author: joaoavf
Original post: https://quant.stackexchange.com/a/36744
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For FX feed:
Oanda's RestV20 API attends your needs pretty well. You can get live tick data for free by opening a practice account (it is pretty simple, doesn't need credit card or ID verification).
https://www.oanda.com/
With this practice account API you can stream up to 20 currencies simultaneously.
They also have descent historic data from 2004 onwards (I haven't looked for historic tick data, for sure they have '1 Minute' and upwards).
As of 4th November 2017 Oanda offer streams for 71 currencies:
["AUD_CAD","AUD_CHF","AUD_HKD","AUD_JPY","AUD_NZD","AUD_SGD","AUD_USD","CAD_CHF","CAD_HKD","CAD_JPY",CAD_SGD","CHF_HKD","CHF_JPY","CHF_ZAR","EUR_AUD","EUR_CAD","EUR_CHF","EUR_CZK","EUR_DKK","EUR_GBP","EUR_HKD","EUR_HUF","EUR_JPY","EUR_NOK","EUR_NZD","EUR_PLN","EUR_SEK","EUR_SGD","EUR_TRY","EUR_USD","EUR_ZAR","GBP_AUD","GBP_CAD","GBP_CHF","GBP_HKD","GBP_JPY","GBP_NZD","GBP_PLN","GBP_SGD","GBP_USD","GBP_ZAR","HKD_JPY","NZD_CAD","NZD_CHF","NZD_HKD","NZD_JPY","NZD_SGD","NZD_USD","SGD_CHF","SGD_HKD","SGD_JPY","TRY_JPY","USD_CAD","USD_CHF","USD_CNH","USD_CZK","USD_DKK","USD_HKD","USD_HUF","USD_INR","USD_JPY","USD_MXN","USD_NOK","USD_PLN","USD_SAR","USD_SEK","USD_SGD","USD_THB","USD_TRY","USD_ZAR","ZAR_JPY"]
I am not very familiar with FXCM but I saw a free tick feed from them a few days ago (once I find the link I'll post it here).
I did find something about FXCM free historic tick data:
https://www.fxcm.com/uk/trading-services/market-data/
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Quinton Pike · External communityPost link
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Author: Quinton Pike
Original post: https://quant.stackexchange.com/a/41737
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https://Polygon.io
updates data at millisecond precision ( Unix timestamp ). It has full market coverage ( all 14 public exchanges ) However it isn't free. All providers of the consolidated tape must pay per user fees/month.
If you aren't looking for full market coverage, you can check out IEX exchange which provides data at ms accuracy for free. However it only represents about 3-4% of total market volume. This means a lot of the time the prices will be off slightly.
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: joaoavf Source score (net votes, not local likes): 2 Original post: https://quant.stackexchange.com/a/36744 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. For FX feed: Oanda's RestV20 API attends your needs pretty well. You can get live tick data for free by opening a practice account (it is pretty simple, doesn't need credit card or ID verification). https://www.oanda.com/ With this practice account API you can stream up to 20 currencies simultaneously. They also have descent historic data from 2004 onwards (I haven't looked for historic tick data, for sure they have '1 Minute' and upwards). As of 4th November 2017 Oanda offer streams for 71 currencies: ["AUD_CAD","AUD_CHF","AUD_HKD","AUD_JPY","AUD_NZD","AUD_SGD","AUD_USD","CAD_CHF","CAD_HKD","CAD_JPY",CAD_SGD","CHF_HKD","CHF_JPY","CHF_ZAR","EUR_AUD","EUR_CAD","EUR_CHF","EUR_CZK","EUR_DKK","EUR_GBP","EUR_HKD","EUR_HUF","EUR_JPY","EUR_NOK","EUR_NZD","EUR_PLN","EUR_SEK","EUR_SGD","EUR_TRY","EUR_USD","EUR_ZAR","GBP_AUD","GBP_CAD","GBP_CHF","GBP_HKD","GBP_JPY","GBP_NZD","GBP_PLN","GBP_SGD","GBP_USD","GBP_ZAR","HKD_JPY","NZD_CAD","NZD_CHF","NZD_HKD","NZD_JPY","NZD_SGD","NZD_USD","SGD_CHF","SGD_HKD","SGD_JPY","TRY_JPY","USD_CAD","USD_CHF","USD_CNH","USD_CZK","USD_DKK","USD_HKD","USD_HUF","USD_INR","USD_JPY","USD_MXN","USD_NOK","USD_PLN","USD_SAR","USD_SEK","USD_SGD","USD_THB","USD_TRY","USD_ZAR","ZAR_JPY"] I am not very familiar with FXCM but I saw a free tick feed from them a few days ago (once I find the link I'll post it here). I did find something about FXCM free historic tick data: https://www.fxcm.com/uk/trading-services/market-data/
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