Intraday Market Data APIs and Coverage Options
Summary
The document is a brief directory of services that provide intraday financial data, organized by whether they charge and by the granularity and availability of their feeds. It names sources ranging from minute bars to tick data and distinguishes historical or delayed access from real-time availability. The original question concerns obtaining London Stock Exchange data in a simple format for analysis in a custom application, while several replies mention other vendors and a source for FTSE index bars.
This list can help frame a data search by highlighting the distinctions to check: exchange coverage, minimum time interval, historical depth, and whether real-time retrieval is supported. It does not compare data quality, licensing, latency, API formats, costs, or reliability, and some entries do not directly address London-listed individual shares. Vendor offerings can change, so the directory is a starting point rather than a current procurement guide.
Key ideas
- Intraday data sources differ in their minimum time interval and whether they support real-time access.
- Tick data and bar data serve different analysis needs and are not interchangeable.
- Check that a provider covers the specific exchange and instruments required.
- The directory gives limited vendor details and does not assess quality, licensing, or current pricing.
Tags
Full text
# List of Intraday stock prices API # List of Intraday stock prices API I am looking for an API to request intraday data for the London stock exchange. I have seen products like eSignal but this seems to include a lot more than the simple data as XML or JSON and is fairly expensive. The idea is to request data and analyse in an application that I have written so all I need is a real time source. Is there anything available like this? ## Answer by Malick (score 6, accepted) https://quant.stackexchange.com/a/28309 It seems to be a good question for a Community Wiki ^^ Please note this wiki is devoted to Intraday data only. If you are looking for other financial data : see What data sources are available online? List of Available Intraday API Please add your links with the following syntax: 1) website - 2) minimum time frame - 3) Is it possible to retrieve Real Time data ? ( Yes or No ) > Not Free of Charge - Quandl API , One minute Bars, No - TickData API ,Tick by Tick data , No - Bloomberg API , Tick by Tick data , Yes - Esignal, Tick by Tick data , Yes - BarChart, Tick by Tick data , Yes > Free of Charge - Stooq.com - 5 minutes - No (Nb: Not a real API, just a download page) ## Answer by WillMott (score 1) https://quant.stackexchange.com/a/41360 Try TallacOptions. They offer US markets data for sure. ## Answer by Alifeleti Etuate (score 1) https://quant.stackexchange.com/a/44200 The best vendors that offer extensive intraday data on other exchanges, so far I know https://www.quandl.com, https://www.onetick.com and https://www.tickdata.com/ ## Answer by Judo (score 1) https://quant.stackexchange.com/a/45137 If you are just looking for FTSE index data (and not constituent stocks) the firstratedata has 5-min intraday bars going back to 2012.
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