Are there free realtime financial data feeds since the demise of OpenQuant?
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by Mel Cooper
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Published on 2010-06-18T00:19:52Z
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2010/06/18
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Now that the oligopole of market data providers successfully killed OpenQuant, does any alternative to proprietary and expensive subscriptions for realtime market data subsist?
Ideally I would like to be able to monitor tick by tick securities from the NYSE, NASDAQ and AMEX (about 6000 symbols).
Most vendors put a limit of 500 symbols watchable at the same time, this is unacceptable to me, even if one can imagine a rotation among the 500 symbols ie. making windows of 5 sec. of effective observation out of each minute for every symbol.
Currently I'm doing this by a Java thread pool calling Google Finance, but this is unsatisfactory for several reasons, one being that Google doesn't return the volume traded.
Any hint much appreciated,
Cheers
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