I have been looking for free or paid json data feeds on currencies for long.
I have come across:
- currencylayer.com
- Oanda
- XE
The problem is that I really need millisecond based updates.
Can someone advice me on the way forward?
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$\begingroup$ What you require simply doesn't make sense, unless you own a server right next to the one driving the FX exchange in the region you're interested in. Just try to ping any server and you will have a log of at least ~30 ms. What exactly are you trying to do? $\endgroup$– not2qubitCommented Dec 27, 2019 at 17:41
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5 Answers
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$\begingroup$ IB batches their quote updates at 250ms intervals, do you get only 4 updates per second. $\endgroup$ Commented May 5, 2020 at 22:48
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If you want millisecond updates, you need to use technologies other than json.
answered Apr 5, 2016 at 1:01
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$\begingroup$ How does a data structure determine the rate of data? Not true at all. $\endgroup$ Commented Sep 15, 2018 at 1:36
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$\begingroup$ I suppose he assumed OP want to use some kind of web request, in which case he'd be right. $\endgroup$ Commented Dec 27, 2019 at 17:42
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There are so called mid-rate reference price providers who eventually offer newsfeeds, however, the answer will very likely be a commercial service.
The otehr path would be to contact liquidity providers and / or exchanges directly and ask for API / feed access , which again , will most likely be a commercial service.
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https://Polygon.io has FX real-time and historic APIs.
WebSockets for real-time updates, and RESTful API for historic data.
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You can also check https://finage.co.uk for Real-time Fx and Stocks API.
APIs works for requests, WebSockets works for Real-Time connection.
