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There are various sources for real-time exchange rate data, e.g. Ariva EUR/USD.

Is there also an API or other source which enables to automatically retrieve real-time exchange rates as a data stream e.g. for a trading tool (e.g. in Excel/C#)?

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One of the spread betting firms in the UK (IG Index) has an API freely available (at https://labs.ig.com/) that provides streaming FX rates.

You need an account to access the API, but you can sign-up for free and start using the API. They have a C# SDK available so you should be able to get up and running quite quickly.

Hope this helps.

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Bloomberg's programmable plugin will do this. So will Reuters or Activ Tick or any other number of manage data brokers.

All it involves is signing a contract and paying.

I think you'll need to flesh out your question a bit more to get a more detailed answer.

Interactive brokers does offer a fair bit of data in "real time", assume its a few seconds delayed due to receiving it over the internet. I'm guessing they probably throttle their feeds to around a max of 2 quote changes per second per symbol.

Is there also an API or other source which enables to automatically retrieve real-time exchange rates as a data stream e.g. for a trading tool (e.g. in Excel/C#)?

This might just be a terminology issue but you probably want your real time data to stream to you not be retrieved as that implies polling.

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    $\begingroup$ Yes I think your answer is close, can you also find a free real-time exchange rate data source? $\endgroup$ – emcor Aug 24 '15 at 18:15
  • $\begingroup$ I don't know of any. Interactive brokers is pretty good about giving out data as long as you trade with them. Does that count as free? $\endgroup$ – chollida Aug 24 '15 at 18:19
  • $\begingroup$ @emcor Each exchange usually makes a few days of sample data available, Exchange data usually sells for anywhere from $3000-$10,000 per year so you won't get it for free. See here for NYSE sample data and formats nyxdata.com/Data-Products/Daily-TAQ $\endgroup$ – chollida Aug 25 '15 at 12:49
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Your options for real-time tick data are limited, but there are some:

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Interactivebrokers is also an excellent platform thats been around for ages, and has api interfacing

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  • $\begingroup$ Does it have FX realt-time data? $\endgroup$ – emcor Aug 27 '15 at 18:35
  • $\begingroup$ yes it does . . $\endgroup$ – Randor Aug 28 '15 at 20:32
  • $\begingroup$ Is it free?____ $\endgroup$ – emcor Aug 28 '15 at 22:30
  • $\begingroup$ as i recall , it is. afterall, there is no stock exchange involved that would have fees $\endgroup$ – Randor Sep 2 '15 at 3:01

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