I quickly hacked together this quick and dirty wrapper, and thought I would post it here to get some feedback before finalizing it.

This is the 15-minute delayed bid-ask spread in CSV format. I obviously don't have historical data, but I was thinking this could be useful for live-trading/paper-trading. Unfortunately fetch_csv only runs once before market open, so importing this into Quantopian will always give you the last spread from closing the day before, which will could vary quite a bit from other times of day. Nonetheless, you could use it to help get a rough estimation as to whether you'd be able to cross the bid-ask spread with your trades -- even if it's a bit off it's still better than having no info, I would think. Perhaps you could scale it according to volume.

<?php
if(!isset($_GET['s'])) die('Example usage: http://viridianhawk.dreamhosters.com/last_spread.php?s=MU,AMD,BRK.B'); header("Content-type: text/csv"); header("Content-Disposition: attachment; filename=last_spread.csv");$results = json_decode(file_get_contents('https://api.robinhood.com/quotes/?symbols='.$_GET['s']),TRUE)['results']; echo 'date,symbol,spread'.PHP_EOL; for($i=0;$i<sizeof($results);$i++) { echo$results[$i]['updated_at'].','; echo$results[$i]['symbol'].','; echo round($results[$i]['ask_price']-$results[\$i]['bid_price'],4);