I was looking at this earlier, there's an API too that seems pretty simple to use:

-----

(1) Developer key: http://datamine.mta.info/user/register

(2) The data is in Protocol Buffer format, so get that: http://code.google.com/p/protobuf/downloads/list

(3) The proto definition of the GTFS-realtime feed: https://developers.google.com/transit/gtfs-realtime/gtfs-rea...

(4) Some static data (which has IDs for each station, etc). http://www.mta.info/developers/data/nyct/subway/google_trans...

(5) You can just curl the URL for all the current data (with your developer key):

  curl http://datamine.mta.info/mta_esi.php?key=<developerkey> -o /tmp/mtafeed

(6) And you can decode it using protobuffers (protoc is from 2 & gtfs-realtime.proto is from 3)

  cat /tmp/mtafeed | /usr/bin/protoc -I /tmp /tmp/gtfs-realtime.proto  --decode=transit_realtime.FeedMessage > /tmp/decodedmtafeed

(7) Now you have a file full of messages like this:

  entity {                                                                                                                                                                                                                            
    id: "000170"                                                                                                                                                                                                                      
    trip_update {                                                                                                                                                                                                                     
      trip {                                                                                                                                                                                                                          
        trip_id: "078600_4..S44R"                                                                                                                                                                                                     
        start_date: "20121228"                                                                                                                                                                                                        
        route_id: "4"                                                                                                                                                                                                                 
        1001 {                                                                                                                                                                                                                        
          1: "04 1306  WDL/UTI"
          2: 1
          3: 3
        }
      }
  [ some data removed ]
      stop_time_update {
        arrival {
          time: 1356720373
        }
        departure {
          time: 1356720373
        }
        stop_id: "635S"
        1001 {
          1: "2"
        }
      }                 
  [ some data removed ]

Each "entity" looks like a "trip", i.e. a train. It says where the train is and when it will arrive at various stops. I found more documentation here: https://developers.google.com/transit/gtfs-realtime/referenc... and here: http://httqa.mta.info/developers/pdfs/GTFS-Realtime-NYC-Subw... But still need to parse it all. It seems to be basically like this:

In the "entity" - trip_id: "078600_4..S44R" * 078600 is a train id or something * _4.. means it's a 4 train (this is also available on the route_id field) * S means it's heading south * 44R describes the stops this train will make. I'm not entirely sure how to parse this.

In the stop_time_update: - stop_id: "635S" * you can find the stop codes in stops.txt from (4). This one is "635S,,14 St - Union Sq,,40.734673,-73.989951,,,0,635" - arrival / time: 1356720373 $ date -d @1356720373 Fri Dec 28 13:46:13 EST 2012

So, I guess there was a Downtown 4 train, scheduled to stop at union square at 1:46:13. (I downloaded this about about 1:30 Eastern, so that seems right).