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's finance, but i've just found out that it has a delay of 15 minutes or so. Is there any way i could somewnere get a little fresher rates? Say ... 5 minutes 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?
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.
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
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