Basically, to get started I need only U.S. stock market data. It'd better to have real-time streaming, but 15m delayed feed is alright as well. Thanks.
I'm assuming you want to backtest the data for some automated trading system.<p>You can have a system that works very well with Yahoo data but not in the real world due to two reasons:<p>-data integrity<p>-survivorship bias<p>So to get good data you need to pay. It's imperative you have good data.<p>A couple sites:
Futures Data (free): <a href="http://www.tradingblox.com/tradingblox/free-historical-data.htm" rel="nofollow">http://www.tradingblox.com/tradingblox/free-historical-data....</a><p>Futures Data (paid): <a href="http://www.pinnacledata.com/" rel="nofollow">http://www.pinnacledata.com/</a><p>Stock Data (paid, highly recommended): <a href="http://www.premiumdata.net/" rel="nofollow">http://www.premiumdata.net/</a><p>Stock Data (paid): <a href="http://www.csidata.com/" rel="nofollow">http://www.csidata.com/</a><p>You can get forex data from oanda, fxcm, metatrader, ninjatrader.<p>You can also backtest on tradestation.<p>Also, tick data and OHLC data can affect your style-- if you're swing trading you need OHLC but if you're doing more short term, you need tick data.
I use DTN's NxCore for US Level I real-time data (last sale + bid/ask updates). The feed is excellent, but costs $500 per month. Here is the link: <a href="http://www.dtnmarketaccess.com/" rel="nofollow">http://www.dtnmarketaccess.com/</a>
If you want real time streaming, you can sign up for tdameritrade, and then request API access.<p>It's free, and decent quality.<p>The interface is RESTful, but the data is a funky binary format that's hard to parse without the documentation they make you sign an NDA to get.<p><a href="http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html" rel="nofollow">http://www.tdameritrade.com/tradingtools/partnertools/api_de...</a>
Google has a Finance API here <a href="http://code.google.com/apis/finance/" rel="nofollow">http://code.google.com/apis/finance/</a><p>also if you choose Yahoo <a href="http://code.google.com/p/yahoo-finance-stock-data/" rel="nofollow">http://code.google.com/p/yahoo-finance-stock-data/</a>
I want to thank everyone who helped me to get all the information I need on this. Though I found the solution which fits me most(xignite.com 59USD/month for real-time quotes), I wouldn't be able to do it without you. Thank you.
A friend of mine had some success scraping Yahoo Finance.<p><a href="http://finance.yahoo.com/q/hp?s=GOOG" rel="nofollow">http://finance.yahoo.com/q/hp?s=GOOG</a><p>There's a CSV download option.