I am looking for an API to request intraday data for the London stock exchange. I have seen products like eSignal but this seems to include a lot more than the simple data as XML or JSON and is fairly expensive. The idea is to request data and analyse in an application that I have written so all I need is a real time source. Is there anything available like this?
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It seems to be a good question for a Community Wiki ^^
Please note this wiki is devoted to Intraday data only.
If you are looking for other financial data : see What data sources are available online?
List of Available Intraday API
Please add your links with the following syntax: 1) website - 2) minimum time frame - 3) Is it possible to retrieve Real Time data ? ( Yes or No )
Not Free of Charge
Quandl API , One minute Bars, No
TickData API ,Tick by Tick data , No
Bloomberg API , Tick by Tick data , Yes
Esignal, Tick by Tick data , Yes
BarChart, Tick by Tick data , Yes
Free of Charge
- Stooq.com - 5 minutes - No (Nb: Not a real API, just a download page)
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EODdata is free. So that is not a free API. In addition there lowest time frame is 3 seconds. $\endgroup$ – not2qubit Aug 22 '18 at 17:49
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The best vendors that offer extensive intraday data on other exchanges, so far I know https://www.quandl.com, https://www.onetick.com and https://www.tickdata.com/
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If you are just looking for FTSE index data (and not constituent stocks) the firstratedata has 5-min intraday bars going back to 2012.
