i havent read all the posts but came across few posts talking about writing a software for getting intra day data free.i have attached the java source code for a small java app that pulls intraday data (at the end of day) from nse website (everythings hardcoded in the code).for non programmers install the java runtime environment and just execute the batch file using the compiled code (i havent run the app for long time,hopefully should be ok). if not the java programmers following this thread can help (sorry for not giving very specific instructions).
few negatives
- since the applet from nse website does not update in real time (that is data remains static until you refresh the applet) you cannot use it for real time data (of course something can be written to poll every few minutes and then make incremental update,but would be waste of bandwidth,should be ok for a few scrips).
- also no volume data is available.
- data is only for stocks (no futures data but can be modified)
- as long as the nse applet doesnt change the utility should be ok.
few positives:
- tick by tick data.
- intra day data can be downloaded at end of day before (next days trading session).
- the ticker file can be modified to contain specific scrips.
- useful for backtesting (i have imported it into amibroker using a script file).
Todo (if any body wants to):
- robust exception handling.
- moving some information to configuration file
file format,file name etc.
and many others i guess.
the app does the job.it has lot of promise,i havent taken the trouble to take it further (hope somebody will perfect it to achieve the goal of free real time data).i did use the app to download data.it downloads about 20Mb worth of data for the nse tickers.
also i had the link (i need to search that one) to get data from yahoo website realtime (thats what the RTQDownloader does).a java app with threading and stuff can be written to get minute by minute data as well as volume information.but it would be processing intensive and waste of bandwidth as well (but worth it).
also as far i understand what the Medved QuoteTracker does is to parse the html from the nse web site (so its not really relatime and with lot of lag as well).
good luck.hope this will help keep the quest for free software for intraday data going.