What online brokers offer APIs?api
Looks like E*Trade has an API now.
For access to historical data, I've found EODData to have reasonable prices for their data dumps. For side projects, I can't afford (rather don't want to afford) a huge subscription fee just for some data to tinker with.
So I'm getting really sick of E*TRADE and, being a developer, would love to find an online broker that offers an API. It would be great to be able to write my own trading tools, and maybe even modify existing ones.
Based on my research so far, I've only found one option. Interactive Brokers offers a multi-language API (Java/C++/ActiveX/DDE) and has some fairly decent commission rates to boot. I want to make sure there aren't any other options out there I should be considering. Any ideas?
Update: Based on answers so far, here's a quick list...
Algorithmic Trading API
I had a freelance project that used Interactive Brokers, which provided both a proprietary API as well as a FIX-based one. The proprietary API is somewhat painful to use (and they probably can't change it much, for compatibility), but you can easily code a "translation layer" to make it much more pleasant. I haven't tried the FIX-based API, so no comments there.
And yes, I reopened the question. I happen to think it's a fair question to ask.
Real life trading API
Also, this is something that the exchange has to support and your broker has to allow. Most exchanges I know of, do not allow automated trading without prior permission.
Try TD Ameritrade - they have a nice API, relatively low trading fees, and a good help forum . Link to their API offering overview.
Is this the kind of data you're looking for? Ohio Department of Finance, Financial Data Finder
This page might also be of help: Yahoo Finance Download, HTTP Interface parameters
And this one: mathfinance.cn: Free financial resources
Not offline, but still a good link to give to other readers: Google Finance API
I hope I understood the question correctly.