This is definitely not an HFT or low latency venue. In fact you will be competing against a big HFT shop, KCG. This place is more suited for small retail trader, probably not intra-day, and more hobby programmer/ financial web service developer types.
Lol, thanks for making this clear, not that I ever hinted at thinking this brokerage/data service even sits on the same planet than hft, but your post confirms my hunch this is for novices and those who do not know better.
Can I please encourage posting experiences from folks who are developing on the API. I really started this thread to get helpful technical feedback from fellow programmers who have developed something.
I programmed against uncountable APIs, ranging from Rest data query APIs to low latency feeds. So, I think I do know what I am talking about. A data feed that severely limits quote requests as this does is useless for anyone who wants to extract data in a more serious fashion than Yahoo data scraping. In fact even with the Yahoo API you are subject to less limitation than the data feed limitations spelled out here: https://developer.tradier.com/documentation/overview/rate-limiting
Hi everyone, My name is Jason Barry, VP of Technology over at Tradier. I wanted to hop on here and extend a hand to anyone who is curious or has questions about the Tradier API and its approach. I can address a couple things here, but feel free to email us at techsupport@tradier.com if you have more detailed or specific questions. Tradier's API supplies brokerage services through Tradier Brokerage, which offers equity and options trading. Rate-limiting is a typical technique used mostly to prevent abuse of APIs either through spike or involuntary DOS attacks. Our current market data rate-limit is 120 requests per minute, or 2 requests per second (aggregated each minute). This meets the needs of most platform providers and developers but we've extended them in the past when the use-case makes sense. If you require MUCH faster data we urge you to use our streaming endpoints. (https://developer.tradier.com/documentation/overview/streaming) You can find documentation on how setup a streaming session here: https://developer.tradier.com/documentation/markets/create-events-session Once created, you can then stream quotes using this endpoint: https://developer.tradier.com/documentation/streaming/get-markets-events If you're still curious (or suspicious ), Tradier Brokerage will waive all account minimums for customers who are interested in API access meaning you can open an account and give it a shot. Just email us when your account is open and we'll get you set up right away. Thanks for any interest you might have in Tradier's products. We're always listening to how we can do things better, so please don't hesitate to provide feedback.
Thanks for some of the clarification, but how about a) No mentioning of which markets are covered other than saying stocks and options. Which exchanges, which exact data points are delivered through your API, obviously any REST API is incapable to deliver the complete OPRA feed. b) No details about latencies, performance, no information about whether quotes are timestamped down to the millisecond or any other grade c) Limited examples, other than JAVA no other important OOP language is covered d) how many symbols can one stream at once e) no mentioning about pricing and whether data services can be subscribed to as a segregated package from the broker or not.
Hi volpunter, Thanks for your questions. a. We handle quote and trade data from NYSE, Nasdaq and OPRA based securities. The data points are documented for quotes here: https://developer.tradier.com/documentation/markets/get-quotes and for chains here: https://developer.tradier.com/documentation/markets/get-options-chains. We do deliver the entire OPRA feed through our REST (and streaming) APIs. b. On average, multi-symbol quote requests yield 60ms responses. Option chain requests returning entire chains for an expiration average 90ms. We're working on a better way of continuously publishing our performance metrics for the APIs. Timestamps are provided by our data provider and do go down to the millisecond. c. Let me know which examples you'd like to see. My guess is you're looking for .NET. We'll be open-sourcing a .NET SDK in the next couple weeks. If you'd like early access fire us an email and we'll send it your way. d. We don't currently publish any symbol limits to our streaming APIs. However we do actively monitor for reasonable use cases to protect our systems and maintain compliance with the exchanges. e. We don't currently offer data services separate from a brokerage account (but we're working on instant access to delayed and historical data). We don't mention pricing for our APIs because they are free! API access is offered with a Tradier Brokerage account and we currently don't charge for use of the APIs. I hope this helps and apologize if I wasn't able to deliver the amount of detail you're after. However, if you're still curious about our APIs, don't hesitate to send an email to techsupport@tradier.com. And, if you've got specific brokerage related questions, you can email service@tradierbrokerage.com or call 980-272-3880.
Thanks JCBarry, Thanks for making the time to answer the questions. I will look forward to the .NET SDK.