Best data api ?

Discussion in 'Programming' started by eves_banished_children, Apr 29, 2018.

  1. Which real time data provider has the best linux api ?
     
  2. Robert Morse

    Robert Morse Sponsor

    Hi eves_banished_children,

    I see you are new to Elite Trader. You will get better responses when you ask question that have more details. You are not stating what you want to use the API for? Stocks, Options, Bonds, FX, Futures, News, etc. And is it just for data or to execute too. As many offering run from very low cost to very expensive, what is your budget?

    Just trying to help to get a more targeted response.
     
  3. stv17

    stv17

    Where can i find the different API's for stocks and what developers to turn to for API's ?
     
  4. Thank you for the response Mr. Morse.

    I'm interested in quotes and book for stocks, basic indicators (vix, etc), indices, with a linux api, budget probably isn't an issue as long as its internet based.

    Edit, oh, for data, not for execution.
     
  5. Robert Morse

    Robert Morse Sponsor

    We offer C++, .net, ActiveX and direct FIX. Happy to talk on the phone one day.

    Please call me Bob.
     
  6. Thx Bob,

    Looking at the documentation on the website it looks like the API for C++ is that the code is compiled to DLL and executed from within your application, is that correct ? I think what I'm looking for is an API with basic calls, data structures, so I can run the code natively on Linux and make calls to initialize and fill book and then flag the API to send me events with updates to book and trades executed (price/vol). At least that's what I am thinking now.
     
  7. Robert Morse

    Robert Morse Sponsor

    Try Realtick https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi

    RealTick API®


    REALTICK API® OVERVIEW

    RealTick is an open platform, providing infinite possibilities. Software developers can write custom trading, risk management and analytic applications using the RealTick API (Application Programming Interface). Our robust, easy-to-use Windows-based APIs provide programmers and trading businesses with the framework to access the information they need.

    MULTI-PROGRAMMING LANGUAGE SUPPORT

    • C++
    • C#.NET
    • FIX
    • RealTick Scripting
    • RealTick for Microsoft Excel™
    SUPPORT FOR WINDOWS AND LINUX OPERATING SYSTEMS





    REALTICK MARKET DATA API


    Use the RealTick Market Data API to access market data:

    • Consolidated, global, cross-asset class market data feed – equities, options, futures, futures options and FX
    • Streaming, real-time and historical market data – Level 1 and 2
    • Test and back-test trading strategies with high quality data from one of the industry’s leading market data providers
    • Feed computer assisted trading tools, compliance, reporting and other risk management and analytics applications
    REALTICK TRADING API

    Integrate a third party or proprietary order generating system using the RealTick Trading API to:

    • Automate order routing - to smart order routers, algorithms and other trading systems
    • Route orders to multiple brokers, dark pools, ATS, and MTFs via the RealTick Global Routing Network - across asset classes
    • Access balances, positions, executions and other order details
    • Utilize advanced margin, suitability and risk management functionality
    • Access comprehensive list and basket capabilities
    DEVELOPER SUPPORT

    • Documentation and Sample Code – The RealTick Developer's Corner and RealTick API QuickStart Application provide the real-life example code and the documentation you need to get up and running with RealTick API
    • RealTick Advanced Client Service – E-mail apisupport@realtick.com or call 312-453-8262 for RealTick API Support
     
  8. I think I may have found what I'm looking for.

    I found a provider who has the most simple API of all, comma delimited text. You have to run their client and that client offers up a socket, you connect to that socket and make simple text requests for symbol data, level 2, etc, and then their servers send compressed/binary data to their client which then unpacks it and forwards the data as easily parsed comma delimited text. I can deal with that, and I don't have to figure out their OO classes, etc, and it simplifies debugging because I don't have to wonder what their code is doing.

    I've never understood why traders are so windows oriented, but it is what it is.
     
    Last edited: Apr 29, 2018
  9. My computer uses Linux OS (Ubuntu). I run an automated trading strategy, coded in Java. I use IB as broker. They have an API which provides data and accepts orders for execution.
     
    lovethetrade and sysdevel99 like this.
  10. Thanks @HobbyTrading I'm looking through that API now.

    Curious, are you using any wrappers or third-party code or are you using IB's API directly ?

    I understand the underlying actual communications with their gateway software is just text, have you seen any kind of documentation for the fields they use ?

    Also, does their gateway software log the text communications so you can see exactly what it is doing on a transaction-by-transaction basis for debugging ?

    Thank you.
     
    #10     Apr 30, 2018