Yahoo! Finance feeds are pain in the ass.
Google Finance API seems OK but don't know why I can't retrieve stock quotes information for Dow Johnes, NASDAQ, S&P...
Works perfect with company quotes like YHOO, MSFT but don't gets full data for stock indexes.
There is an article at YQL blog on how to get this data from Open tables with YQL, but that table is missing in the list.
Can anybody recommend any good API, web service or a feed?
Best answer + vote up guaranteed.
Could it be that you're using the wrong symbols for the averages? For example, the symbol for the Dow Jones Industrial Average is .DJI - something that caused me a bit of confusion when I was searching for it. The symbol for the S&P 500 is .INX, which is even more counterintuitive.
Take a look at the Interactive Brokers API. Among many other features, it has delayed and real time quotes available via the API.
http://www.interactivebrokers.com/en/p.php?f=programInterface
Yahoo provides a free API via http. You can get real-time informations & historical data in csv format.
For example to get the S&P historical data (^GSPC):
http://ichart.finance.yahoo.com/table.csv?s=^GSPC&ignore=.csv
or Dow Jones (^DJI):
http://ichart.finance.yahoo.com/table.csv?s=^DJI&ignore=.csv
URL syntax explained at:
http://www.gummy-stuff.org/Yahoo-data.htm
Take a look at http://www.mergent.com/servius (no stock quotes, but lots of other financial information like dividends, corporate actions and financial statements)