Market API's

Discussion in 'Automated Trading' started by erict, Apr 18, 2008.

  1. erict


    I am new to trading but not to software development. I am interested in developing a fairly robust market scanner but am ignorant to any market api's I can use to get the market data I need.

    I am looking for an api that will provide all basic (and non-basic) market data, as well as most indicators and oscillators for charting (although I suppose if I had the moving average data I could perform the equations myself) for all stock on at least the NYSE, Nasdaq and Amex. I can build my own database of historical data if the api provider does not provide one so that is not an issue.

    Anyway, anyone know of the best (or any) api providers? I know yahoo finance has an open api but from what I saw they did not provide the info I am interested in (MACD, Slow Stochastics, EMA, etc). Google finance has one as well but it is javascript based and very limited (surprising seeing how their finance engine seems fairly detailed).
  2. Be careful. There are many, many API's out there, but few offer a robust, PROGRAMMABLE stock scanner. Interactive Brokers has one....but it is very limited to a select set of scanning cannot customize it. You can't even get a list of stocks that have gapped higher at 9:31 am and have an average daily volume of 2 million shares or more.
    Tradestation's Radarscreen comes to mind, but here you are locked into their brokerage service and data service.
    ESignal might have a scanner in their latest incarnation.
    Good luck in your search !
  3. Are you looking for scanning end-of-day or realtime?

    I have done programming on scanners before and can offer suggestions based on the time frame you need to scan.
  4. You probably won't get your indications and data feed in the same lib. for free open source indicators.

    If you are planning real time scanner you will need a data feed. is a very cheap way to get started with a decent API and support for a number of languages and OS.

    I've written both real time and EOD alerts/scanner and I strongly recommend you get the design of your base time series class(es) and associated event handling correct from the onset. Any amount of effortt here will be rewarded later.
  5. rosy2


    get a consolidated feed. wombatfs and activfinancial are good. maybe reuters or bloomberg could be enough for you
  6. I think Bloomberg could do it.....but Wow, wait till you see the price of their API !
  7. Opentick is a bad choice not just because of quality problems but because they no longer accept new users. See signup page:

  8. From the tone of his post, I think he is looking for for end-of-day scanner as he references yahoo (which is daily data).

    For real-time, he can check out RealTick's and their TAL API. I have programmed a real-time scanner for a firm in the past with great results.

    In the case of end-of-day, its easy to link up TC2000 and either amibroker or wealth-lab if you don't feel like doing your own programming.

    If programming is not an issue, you can find a few open source libraries available on sourceforge.
  9. snowbash


    Anyone know of a Perl Friendly API (apart from opentick)

    #10     Apr 19, 2008