I am looking for an application programming interface that will give me quotes about many corporate symbols for at least and others the data will allow us to access the American stock exchange (Amiaks) Australian stock exchange (ASX) Bank of Canada Bombay stock exchange (BOM) Canadian Venture exchange (Sivii) Euronext: Amsterdam (AMS) Euronext: Brsel Number (EBR) Euronext Lisbon (ELI) Euronext Paris (EPA) of the Frankfurt Stock Exchange, Hong Kong Stock Exchange (Hac) London Stock Exchange (LON) Nasdaq added Stock Exchange (Nssak) National Stock Exchange of India New York Stock Exchange (NYSE) in New Zealand Stock Exchange (NSE) Nikki Indexes Shanghai Stock Exchange (SHA) Shenzhen Stock Exchange (SHE) Taiwan Stock Exchange Enj (Teepii) are limited to the Tokyo Stock Exchange (TiO) on the Toronto Stock Exchange (TSE)
Both Google and Yahoo finance themselves American and European markets, they also data delayed Interactive Brokers Provide an API, but they do not share any details and they do not allow you to use the API without depositing 10,000 USD and a few hundred in the month.
So, I'm thinking, is there any API that meets my needs?
Thanks in advance.
Well, there are very expensive, but there are both comprehensive global coverage, real time data and original goods. Recently the real-time data provider acquired they are nearly as wide as the last two, but a bit more afforable. All three have real-time "solutions" (these big words are those who pay for you) that provide a good (or at least practical) API I have used them all, and they have All have issues and problems. In my experience, if you can understand a vendor of your ability as a customer, then generally you can test for a month or so. Ask for the API documentation before you begin the test so that you can hit the ground running and by the end of the month you will be able to determine what is worth the high price.
In general, real Time-data bloody expensive, and what fees you pay the data provider that usually only the beginning of the direct parties to achieve real-time data to quite a few exchanges these days Payment is required. $ 10.000 + $ 500 / month is a great deal, but spend some time reading the contract and note that their use of the API might probably lock you in your brokerage services. After giving you cheaper data, they can decide to get somewhere else.
Update: I was just looking at the IB link provided by you, and I got 50 quotes / second front note - for example - just for the AAPL main market activity Generates approximately 100,000 quotes during 16 hours. On an average 2 / second average (peak time, often 10 times the average message rate or more around the market's open / closed market), you will routinely kill the limit of 50 coaches / seconds that you are interested in more than a dozen shares . There is some interesting information about the quantities involved in the HFT field about May-6 flash crash. Besides, you may be interested.
Comments
Post a Comment