Is there a data feed provider that has a REST (http) API?
Preferably real-time and historical, at least for US equities.
I'm working on building one!
But the short answer is no, I haven't found one. There are some good SOAP web-services from: Xignite, they are the defacto standard for web-based data-service APIs, or at least the biggest as of recently.
Nanex also offers a more robust API offering that is delivered via the web, but it's not rest.
There are lots of questions here about data-services, and I think the moderators have mixed feelings about the relevance of this topic.
I've asked around Quora, and a few other places. Feel free to contact me directly if you'd like to hear more.
To be honest, I think of most purposes data feeds that peruse SOAP or REST are pretty useless. The only applications that benefit from that would be web-based charting tools that deal with historical prices as well as parts of an application that is not speed or performance critical such as static data (symbol lists and the like). However, anything real-time I strongly advise against such technologies and rather go with solid APIs, direct access to liquidity providers, brokers, data vendors or Fix/Fast. Anything web-based in relation to real-time pricing data sounds very sketchy to me and I would not spend much time looking for such solutions.
Do you mind elaborating what you really like to do? In most all situations I probably can recommend an alternative technology that proves a lot more stable and faster. Try me ;-)