Before they closed shop, I used opentick. My blog post about opentick shutting down got quite a bit of traffic, so I decided to write another post that examined some potential opentick alternatives. Take a look at the companies in the post and comments. Hopefully one of them will work for you.
I have used IQFeed for some time. It is not HTTP or a CSV but it is a streaming push of ticks from their servers to you. The client is a bit kludgy but overall I find it to be acceptable for the price. This type of feed would be considered "realtime" by most people and since you are talking about minutes I assume that you are someone who is not worried about a couple seconds of latency here or there.
I have experience with Reuters (Thomson) feeds. They are expensive since we are now talking about TotalView/OpenBook data. This would be used to calculate the history of the order book and could be used for analyzing things like the liquidity of an equity at different price levels. I had a good experience with them at another job. 24/7 Engineering support, fixes, decent security db. The reality is that there is a wide variety of ways to get these feeds mostly from brokerages. I don't think this is what you are looking for since you mentioned things that were free.
There are "mid tier" providers like CQG although I have no experience with them.
In general no matter who you are using you need to be willing to implement their protocol and format. I have found this to be true no matter which feed I use. The good news is that all you need to do is make a parser.
What was the price of Google at 4:00PM? Who can say. Which part of 4PM? Would the price at 4PM would be something like the final print to the tape of the closing auction? Is it the auction midpoint? The price is what you can transact at which can be very different then what you see printed. ;-P
A final note: If you are building a trading system of some sort pay for your data. It should be cleaner than trying to assemble it. The exchanges charge for data and there is no real way around it. If you can't afford a couple of hundred bucks a month for some data then you probably don't have enough capital to be trading.
Concerning Bloomberg, I just called them & they said that they only provide market data for personal use. So you cannot show it on your site, but you can do whatever you want with it as long as you don't publish it.
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在他们关店之前，我使用了 opentick。我关于 opentick 关闭 的博客文章有很多内容流量，所以我决定写另一篇文章来研究一些潜在的 opentick 替代方案。看看帖子和评论中的公司。希望其中之一适合您。
Before they closed shop, I used opentick. My blog post about opentick shutting down got quite a bit of traffic, so I decided to write another post that examined some potential opentick alternatives. Take a look at the companies in the post and comments. Hopefully one of them will work for you.
我使用 IQFeed 一段时间了。它不是 HTTP 或 CSV，而是从他们的服务器到您的流式推送。客户有点笨拙，但总的来说我觉得这个价格可以接受。这种类型的提要被大多数人认为是“实时”的，并且由于您谈论的是几分钟，所以我假设您是一个不担心这里或那里几秒钟延迟的人。
我有使用路透社（Thomson）提要的经验。它们很昂贵，因为我们现在讨论的是 TotalView/OpenBook 数据。这将用于计算订单簿的历史记录，并可用于分析不同价格水平下股票的流动性等。我在另一份工作中与他们有过很好的经历。 24/7 工程支持、修复、良好的安全数据库。现实情况是，获取这些信息的方式有很多种，主要是从经纪公司获得。我认为这不是您正在寻找的东西，因为您提到了免费的东西。
有像 CQG 这样的“中层”提供商，尽管我没有使用它们的经验。
一般来说，无论您使用谁，您都需要愿意实施他们的协议和格式。我发现无论我使用哪种饲料都是如此。好消息是您所需要做的就是制作一个解析器。
下午 4:00 Google 的价格是多少？谁能说。下午4点的哪一部分？下午 4 点的价格会类似于收盘拍卖磁带上的最终价格吗？是拍卖的中点吗？价格是您可以交易的价格，可能与您看到的打印价格有很大不同。 ;-P
最后一点：如果您正在构建某种交易系统，请为您的数据付费。它应该比尝试组装它更干净。交易所对数据收费，而且没有真正的解决办法。如果您每月无法支付几百美元来购买某些数据，那么您可能没有足够的资金进行交易。
I have used IQFeed for some time. It is not HTTP or a CSV but it is a streaming push of ticks from their servers to you. The client is a bit kludgy but overall I find it to be acceptable for the price. This type of feed would be considered "realtime" by most people and since you are talking about minutes I assume that you are someone who is not worried about a couple seconds of latency here or there.
I have experience with Reuters (Thomson) feeds. They are expensive since we are now talking about TotalView/OpenBook data. This would be used to calculate the history of the order book and could be used for analyzing things like the liquidity of an equity at different price levels. I had a good experience with them at another job. 24/7 Engineering support, fixes, decent security db. The reality is that there is a wide variety of ways to get these feeds mostly from brokerages. I don't think this is what you are looking for since you mentioned things that were free.
There are "mid tier" providers like CQG although I have no experience with them.
In general no matter who you are using you need to be willing to implement their protocol and format. I have found this to be true no matter which feed I use. The good news is that all you need to do is make a parser.
What was the price of Google at 4:00PM? Who can say. Which part of 4PM? Would the price at 4PM would be something like the final print to the tape of the closing auction? Is it the auction midpoint? The price is what you can transact at which can be very different then what you see printed. ;-P
A final note: If you are building a trading system of some sort pay for your data. It should be cleaner than trying to assemble it. The exchanges charge for data and there is no real way around it. If you can't afford a couple of hundred bucks a month for some data then you probably don't have enough capital to be trading.
关于彭博社，我刚刚给他们打了电话&他们表示，他们只提供供个人使用的市场数据。因此，您无法在网站上显示它，但只要不发布它，您就可以用它做任何您想做的事情。
Concerning Bloomberg, I just called them & they said that they only provide market data for personal use. So you cannot show it on your site, but you can do whatever you want with it as long as you don't publish it.