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Any Recommendations on Cost Effective Data Feeds & Best Broker API for quant development?

(Last Updated On: April 23, 2012)

Any Recommendations on Cost Effective Data Feeds & Best Broker API for quant development?

 

Does anyone have any recommendations on cost-effective data feeds? I am working on automated trading strategy that requires pricing updates 3 times a day for stocks, options and a few indices (rates & equities).
Additionally, which broker has the best API. Right now I’m strongly leaning toward Interactive Brokers but welcome any recommendations.
==I would recommend IB too. Their API can be programmed in a fair few languages, execution cost is one of the best.

 

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