数据到 Munge：股票交易、交易所交易
我知道很多此类信息可能完全私有化，但是有人知道关于市场上的交易活动类型的实时信息的良好来源吗？它不需要足够快才能根据它实际做出明智的交易决策，我更希望将其聚合成一些漂亮的图形。为了好玩。因为我有个人问题。
我将不胜感激任何帮助！
I know that a lot of this information is probably entirely privatized, but does anyone know of a good source of real time information on what kind of trading activity is where in the market? It doesn't need to be fast enough to actually make informed trading decisions based on it, I'm more looking to aggregate it into some beautiful graphics. For fun. Because I have personal problems.
I'd be grateful for any help!
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我所知道的最好的是 Yahoo Finance API。它会给你延迟的价格和一些出价/要价的东西。这里有对其工作原理的描述：
http://www.gummy-stuff.org/Yahoo-data.htmThe best I'm aware of is the Yahoo Finance API. It'll give you delayed prices and some bid/ask stuff. There's a description of how it works here:
http://www.gummy-stuff.org/Yahoo-data.htm不确定，但我认为 Google Finance API 比 Yahoo 更好：
http://code. google.com/apis/finance/
Not sure, but I was of the opinion that Google Finance API was better than Yahoo:
http://code.google.com/apis/finance/
有一个名为 OpenTick 的项目，计划允许访问交易所本身（例如芝加哥期货交易所）的数据，前提是您向交易所支付了所需的任何费用。 该项目悄然消亡。
您可以从圣路易斯联储获取一些市场基准数据。除此之外，我还没有发现比 Yahoo! 更好的东西了。财经或谷歌财经。 NASD 和 NYSE 都可以在其网站上访问历史数据，但我没有看到任何类型的 Web 服务界面。
There was a project called OpenTick that planned on giving access to data from the exchanges themselves (eg., the Chicago Board of Trade), provided you paid the exchanges whatever fees were required. That project quietly died.
You can get some market benchmark data from the St Louis Fed. Aside from that, I haven't found anything better than Yahoo! Finance or Google Finance. Both the NASD and the NYSE give access to historical data on their websites, but I don't see any kind of web service interface.
Bloomberg open api http://www.openbloomberg.com/open-api/ 最近发布made free 可用于获取历史市场数据和实时数据。如果您正在寻找历史股票价格，有一个很好的 api http://www.quandl.com/ ，您甚至可以获得公司 10 年以上的股票价格。有多种格式。
Bloomberg open api http://www.openbloomberg.com/open-api/ which is recently made free can be used to get historical market data and also real time data. If you are looking for historical stock price there is a nice api http://www.quandl.com/ , you can get even more then 10 year old stock prices for co. in many formats.
我本想订阅 Google API 的建议，但它不再可用。
这篇文章提供了我在网上遇到的从 R 访问的最佳财务数据列表：http://www.r-bloggers.com/financial-data-accessible-from-r-part-iv/。
但这不是 R 帖子。除了这些来源之外，我还衷心推荐 TD Ameritrade 的 Thinkorswim 平台 (www.thinkorswim.com)。它是一个提供美国金融市场免费实时数据的交易平台。如果实际投资/交易不需要，您可以开设一个账户并只保留一分钱。
此外，我推荐 Ninja Trader 平台 (http://ninjatrader.com)，它提供免费的日终历史数据对于美国金融市场。您可以将数据从 Ninja Trader 导出为 txt 格式，然后根据需要将其导入到 R 或 Python 中。
I would have subscribed to the suggestion of the Google API, but it is not available anymore.
This post offers the best list of Financial Data accessible from R I've encountered online: http://www.r-bloggers.com/financial-data-accessible-from-r-part-iv/.
Yet this is not an R post. Beyond those sources, I would wholeheartedly recommend TD Ameritrade's Thinkorswim platform (www.thinkorswim.com). It is a trading platform with free real time data to US financial markets. You can open an account and keep just one cent on it if not needed for actual investing/trading.
Furthermore, I would recommend the Ninja Trader platform (http://ninjatrader.com), which offers free end of day historical data for US financial markets. You can export data from Ninja Trader to txt format and then import it into R or Python if so desired.