almost live forex currency rates

Question

I need to get live forex exchange rates for my personal application. I know that there's no free service that has this data available for download. I've been using Yahoo Finance, but I've just found out that it has a delay of 15 minutes or so. Is there any way I could get fresher rates somewhere? Say, 5-minute old instead of 15?

Many forex brokers offer free "informers" that autoload data in an interval of seconds, so maybe there's a few that allow this data to be downloaded in bigger intervals without the use of their informers strictly for personal use?

Solution 1

TrueFX has free real-time (multiple updates per second) forex quotes, but only for a limited number of pairs: http://webrates.truefx.com/rates/connect.html?f=html

They also have free downloadable tick data for the same pairs, going back to May 2009: http://truefx.com/?page=downloads

You can get real-time quotes for a larger selection of pairs from FXCM: http://rates.fxcm.com/RatesXML

Realtime rates for about 40 currency pairs are available here: http://1forge.com/forex-data-api, eg: https://1forge.com/forex-quotes/quotes

They also have free downloadable tick-data, going back to 2007, but you need to create a demo account and use a COM based Windows API called Order2Go to retrieve it.

They promised that they will make available the same tick data in CSV format for free sometime this year here: http://www.forexcodesource.com/index.php/Category:Historical_Data

Solution 2

Here are a bunch of equity/fx data providers, however they are not free.

http://finviz.com/store/market-data-providers.ashx

If you're trying to keep everything free, then you'll probably have to hack something together.

For example, in MT4 there is a DDE hook that you can use to broadcast the quotes. You'll need a windows box(or vm) running MT4 and an app listening to the DDE server, that would forward the quotes off to your linux server via a TCP socket, or even HTTP. The lag should be less than a second if done right.

Here's the .net library I use to receive the DDE quotes.

http://www.4xlab.net/cs/forums/136/ShowPost.aspx

Also, if you are looking for historical tick data, then this is a great source.

http://ratedata.gaincapital.com/

Solution 3

download metatrader from any broker, and write an expert adviser to log all the data you want to a file. have another process that read the file. if you really want to get fancy, you can call c functions from mt4 code. its not that hard to write some c code to store data to a db instead of logging it to a file.