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does anyone know how Google or Yahoo get the stock quotes as NASDAQ or NYSE is not providing any APIs? Can we actually replicate what they do? are they using the crawl method itself or rather is crawling actually possible to get such data realtime?

Mahesh M
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4 Answers4

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Check bloomberg and reuters products.

By the ways, those things cost an arm and a liver.

OMG_peanuts
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  • but how do they get this information? Theoretically we must also be able to do the same, right – Mahesh M Jun 30 '10 at 11:47
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    well usually you get this kind of access from your broker. They probably deal directly with the exchanges. – Mario F Jun 30 '10 at 11:49
  • I would assume they pay for it. – Frank Jun 30 '10 at 11:55
  • Bloomberg and Reuters do deal directly with the exchanges. You can too, if you're a large financial institution. – Tim Robinson Jun 30 '10 at 12:07
  • Concerning bonds, the market data are transfered via the FIX protocol directly from the brokers (as said Mario). Concerning equities, the market data providers gets the realtime data directly from the exchanges (via some specific API). To acquire and use those kind of data, you need to find a market data provider (bloomberg, reuters, etc), buy them a licence, and use their APIs in your system. i'm afraid this is some serious and expensive business – OMG_peanuts Jun 30 '10 at 12:11
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Working @financial software company I can advice you that these services are paid for. I don't know actual figures, but I never encountered realtime quotes available free of charge.

To get those real-time feeds you are given with credentials & connection parameters which you will use to connect to provider's server (over FIX or propietary protocol). So, there's simply no 'free' source, only paid ones.

Quote providers, in turn, are paying to ultimate source of feeds -- exchanges. You can always contact NYSE to negotiate getting quotes. If you will do, please, post here negotiated price (or, at least, it's magnitude).

Victor Sorokin
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This is the code which can be modified with the correct Yahoo code for realtime.

http://criticalstocks.tumblr.com/post/732137771/perl-stock-quotes-from-yahoo

Last Trade (Real-time) with Time k1 Bid (Real-time) b3 Ask (Real-time) b2 Change Percent (Real-time) k2 Change (Real-time) c6 Holdings Value (Real-time) v7 Day's Value Change (Real-time) w4 Holdings Gain Pct (Real-time) g5 Holdings Gain (Real-time) g6 Day's Range (Real-time) m2 Market Cap (Real-time) j3 P/E (Real-time) r2 After Hours Change (Real-time) c8 Order Book (Real-time) i5

Critical stocks
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Both Google and Yahoo offer an API to get quotes, but they have a 20 minute delay. If you want real time, you pretty much need to pay, as far as I know.

As for the delayed ones, I find Google's API easier to use, but Yahoo provides also international indexes.

Mario F
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