looking for an intraday stock quote feed [closed]

Question

I have an application which needs to get intraday stock quotes on several assets (indices, commodities etc').

I want to be able to query the data in HTTP and get it as CSV/XML format.

Now, I'd like to be able to ask the data provider for example what was the last bid/ask/price on GE (General Electric) at 4:00PM, and ask it in let's say 4:05PM on that day, for further processing.

Similar services to what I'm looking for:

Reuter's DataLink service can give me this data on the last trade of the day.
I need it to flow through all day long - intraday.

Yahoo Finance (the query formay within it) is a great service which does what I want in terms of data delivery yet I'm unsure regarding its reliability/timing since it's free.
Also, I couldn't find any information regarding the delay of the data they provide relatively from the real world timing (like many websites give this data in delay of ~20min).

QuoteRSS gives this for free as well, it let's me pick a ticket and get its data, yet once again I'm unsure regarding its reliability, as well as its timing, which I have doubt if this is "realtime" or close to that.

Finally this blog post by google "At long last, real-time stock quotes are here" claims to offer free data on certain stocks, but in Google Finance's pages I can't find anything about it, nor at their API pages, and again, who knows what delay I get from the realtime data.

In addition to the concern with the above mentioned services (Yahoo, QuoteRSS & Google) I'm not sure how/if they provide an intraday information regarding the stocks, something which I need.

Worth mentioning is that many websites which deal with Forex claim to be getting their data feed from Reuters/Bloomberg.
Didn't find such a solution on both's sites. I even went online with a sales rep. at Reuters to ask about it and his answer, after a decent discussion, was that "he's afraid he cannot offer me anything better than their service DataLink". How odd!!

So to summarize my question;
1) Where do I get such data feed, in which I select several tickets from several markets, and get a closer-than-20min information regarding these tickets, in concise format (CSV/XML)?
2) If Reuters/Bloomberg offer it (I'll probably also call them later) - where is it being offered, at their websites? I'd like to get the data from a "big name" such as these guys, for reliability reasons.
3) Regarding "realtime" or not, it depends on the cost. What costs should I prepare to? I'm assuming that realtime feed costs a LOT, so, is there an option between realtime and the 20min delayed feed? Something like 2-5min delay?
4) Please mention how, or if, I can query for stocks' data in a timely manner, like "what was the price of GOOG at 4:00PM?".

Note #1:
Please keep in mind, when answering, that I need the quotes intraday and not "by the end of the day".

Note #2:
If google/yahoo do actually offer this kind of service for free, how do I find it? Directly. I don't mind starting with these "freewares" for testing and such, especially if I can query for data in a timely manner as mentioned above ("what was the price of GOOG at 4:00PM?").

Note #3:
In terms of licensing, I do not intend to resell this information. Simply as that.

Answer 1

Before they closed shop, I used opentick. My blog post about opentick shutting down got quite a bit of traffic, so I decided to write another post that examined some potential opentick alternatives. Take a look at the companies in the post and comments. Hopefully one of them will work for you.

Answer 2

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.

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.

There are "mid tier" providers like CQG although I have no experience with them.

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.

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

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.

Answer 3

Concerning Bloomberg, I just called them & they said that they only provide market data for personal use. So you cannot show it on your site, but you can do whatever you want with it as long as you don't publish it.