Where is the Activetick API document?

Discussion in 'Data Sets and Feeds' started by hardywu, Jul 9, 2015.

  1. hardywu

    hardywu

    Hi guys,

    I am new in algorithm trading with some experience in web dev. Is there anyone could tell me if there is any price data provider who document their api?

    Activetick just gives you a compiled .jar file or .dylib file with docs about its usage. Can't we just create http connection to its data server directly?
     
  2. This question makes no sense since it appears they do provide the docs.
    Is there something wrong with their docs ?
     
  3. @hardywu Protocol for ActiveTick's API is proprietary, and the only way to access the data would be by implementing the API. Our software SDKs do come with API docs, as well as example apps with complete source code that can be used as a starting point.

    The easiest API to implement would probably be ActiveTick's HTTP API because it's really language-neutral. For this API you would need to run a small binary that wraps the complexity of API in a simple HTTP GET request with text CSV responses. Here are some examples of kinds of requests and responses it supports:

    Request examples
    quoteData symbol [SYM1+SYM2+ ... + SYMn]
    field [Field1+Field2+ ... + Fieldn]
    http://localhost:5000/quoteData?symbol=GOOG+AAPL&field=4+10+11

    quoteStream symbol [SYM1+SYM2+ ... + SYMn]
    http://localhost:5000/quoteStream?symbol=GOOG+AAPL

    barData
    symbol SYMBOL
    historyType 0=Intrday, 1=Daily, 2=Weekly
    intradayMinutes 1-60
    beginTime YYYYMMDDHHMMSS
    endTime YYYYMMDDHHMMSS
    http://localhost:5000/barData?symbo...ginTime=20101103093000&endTime=20101103160000

    tickData
    symbol SYMBOL
    trades 1=select, 0=skip
    quotes 1=select, 0=skip
    beginTime YYYYMMDDHHMMSSmmm
    endTime YYYYMMDDHHMMSSmmm
    http://localhost:5000/tickData?symb...ginTime=20101103153000&endTime=20101103160000

    Response examples

    request:

    http://localhost:5000/barData?symbo...ginTime=20101101093000&endTime=20101103160000
    response:
    20101101093000,26.880000,26.900000,26.860000,26.890000,1175094
    20101101093100,26.890000,26.910000,26.870000,26.870000,283043
    20101101093200,26.880000,26.900000,26.870000,26.900000,179128
    20101101093300,26.892500,26.900000,26.850000,26.850000,346005
    20101101093400,26.858000,26.880000,26.850000,26.870000,200785
    20101101093500,26.870000,26.880000,26.810000,26.810000,465517

    request:
    http://localhost:5000/tickData?symb...ginTime=20120803153000&endTime=20120803160000
    response:
    Q,20120803153000133,616.540000,616.630000,2,1,B,Q,0
    Q,20120803153000552,616.540000,616.630000,1,1,J,Q,0
    Q,20120803153000557,616.540000,616.630000,1,2,J,B,0
    Q,20120803153000697,616.540000,616.630000,1,1,J,Y,0
    Q,20120803153000697,616.540000,616.600000,1,1,J,B,0
    Q,20120803153000697,616.540000,616.600000,1,1,J,Y,0

    Take a look at attached ActiveTick HTTP API Quick Starter Guide for more information about HTTP API.
     
    Baron likes this.
  4. Does ActiveTick have an ActiveX implementation ?
    Any docs ?
     
  5. @syswizard Yes there is also ActiveTick COM API, which can be used with .Net languages, such as C#. Docs are provided with the SDK itself, which also contains an example C# app.
     
  6. hardywu

    hardywu

    I should rephrase my question. I just does not understand why there is no docs about connecting to their data server directly.
     
  7. hardywu

    hardywu

    I see. thanks @activetick . Is there any special reason to use a special protocol connection other than normal https connection?
     
  8. @hardywu The API is proprietary in nature, it is not an HTTPS API. It uses custom encryption, various stream compression techniques, fault tolerance, etc. It would be a lot of work to just get authenticated and send a request to the server if someone were to implement the protocol by from scratch by hand. That's why we provide various API SDKs that already do this heavy lifting for you.
     
  9. hardywu

    hardywu

    @activetick That's indeed lots of work. so nice to have these SDks.
     
  10. I have a question about the tick-level data.
    Currently you do not have a tick aggregation feature to create tick bars...so I must create one myself.
    Can I assume no two ticks have the exact same timestamp ?
    Is your timestamp at the millisecond or microsecond level of detail ?
     
    #10     Jul 10, 2015