re: volume & price data during the day? rakia
The Premium Data ASX data service has intraday snapshots taken on the hour then delayed 20 minutes. (ie snapshots available at 11:20, 12:20, 13:20, 14:20, 15:20). It's not a streaming service due to the snapshots but still might be suitable for your needs.
If you modified your program to read MetaStock format data then you could read the raw MetaStock files to update your database.
A free trial is available with the intraday snapshots too, so give it a go at: www.premiumdata.net
