3
$\begingroup$

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) ?

$\endgroup$
1
$\begingroup$

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/

$\endgroup$
  • $\begingroup$ Check out polygon.io for low-latency real-time forex data. Currently no-cost, but I believe they are about to change that. I believe about 40-50 symbol pairs. Conversion APIs and historic APIs as well. $\endgroup$ – Quinton Pike Mar 27 '18 at 17:02
1
$\begingroup$

You can get time and sales data from here https://www.cqgdatafactory.com/ time resolution is 1 min but list all quotes within it.

$\endgroup$
0
$\begingroup$

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.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.