I have recently launched an Excel Add-in for providing live financial prices in Excel, initially using the IG Index API.
I intend to add additional data feeds from both data providers and brokers to the Add-in. I have therefore spent some time researching potential providers and brokers and thought it would be useful to document them here:
TrueFX
TrueFX is a service provided by Integral, a technology provider of trading systems to foreign exchange market participants. The TrueFX data feed is a free, raw liquidity feed direct from market making banks. The prices are aggregated from real market participants.
It is very simple to use: unauthenticated sessions have access, via a REST API, to 10 major currency pairs; authenticated sessions have access to more pairs as well as the capability to use the more powerful query-based API.
IEX
IEX, the startup US stock exchange made famous in the Michael Lewis book Flash Boys, provides a comprehensive, realtime free API. No account signup is required and both streaming and on-demand data is available. Market coverage is limited to US equities.
OANDA
OANDA, a US based broker, provides a range of API options, including REST, FIX, Java and MT4.
FXCM
FXCM a London based foreign exchange broker, provides a range of API options, including REST, FIX and Java.
IG Index API
IG Index, a UK based spread betting company, provides a free API to their customers. I have previously wrote about the IG Index API here.
Interactive Brokers
Interactive Brokers is a US based electronic brokerage and provides a comprehensive API.
Yahoo Finance
Yahoo Finance, which hosted a comprehensive finance data API, effectively closed it last year. However, there appears to be a undocumented REST/JSON API which I will be investigating further, watch this space!
I am sure there are lots more providers, however I will be focusing on these for the time being and integrating them into my Excel financial prices Add-in.
