Real-Time Tick Data Vendors

Information wants to be free, but market data costs money.

Tick Data

Tick data is the intra-day data stream that records each market transaction (buy or sell) in the market. At a minimum a tick data stream is composed of the the transaction price and a time stamp. The current bid/ask may also be included in some tick data streams.

Vendors that Support a Java API

Many of the cheaper tick data vendors only support Windows (.NET) APIs. This is a list of the vendors that I've found who support an API that is compatible with Java, the language I use to develop trading software.

Data Providers that Need More Investigation

Data Provides that Don't Work

I would like to find a data provider that at a very minimum can support a trading model that is hosted on Linux. Ideally I'd like to have a provider that supports a Java connection, either through an API or through a TCP/IP socket connection. Also, the company should be reliable and stable enough to provide a quality data feed and any necessary support. The providers in this section are those that I investigated and didn't fulfill these criteria.

Historical Tick Data Vendors