Help in finding rules to develop new API to get intraday data

Hello all,
Where can I find information on how to develop an API to download intraday data from a source other than google, like ETrade or another source?
Thanks,
Rich

@einstr API stands for "Application Programming Interface"(https://en.wikipedia.org/wiki/Application_programming_interface).

If you are not a data vendor, you do not need to develop an API, but on the contrary, you should learn how to use an existing API that has been developed and it is supplied (free or at a cost) to the 3rd party developers (for personal or commercial use).

So, in general, you have to ask the data provider if they have an API and its specs (public or, very rarely, accessible only after signing an NDA - Non-Disclosure Agreement).

Based on the availability you must use it (as per the agreement with the data vendor) to develop your own stand-alone application (or maybe directly an AmiBroker data plugin via the ADK) to retrieve the data in a suitable format for your purpose.

Here a short list (no endorsement) of some data providers that have an API that, at present, are not directly supported by AmiBroker:

... and many others around the world!

Quality of data, reliability, costs, bandwidth and data limitations, ease of implementation, support, and documentation, may vary a lot!

4 Likes

I would add a few notable ones..
NXCORE (DTN offshoot)
CQG
Xignite
BarChart (subscription, not free AQ download)

But a more important point is that Tomasz can't possibly address all the existing feeds/services out there, or the new ones that are always coming online going forward. But what I would say is if Tomasz could provide us the fastest, multi-threaded, C++ source feed he has created, without the feed specific portion. We could then use it as a template to write ones, to support numerous other feeds we are interested in. All we would need to do is convert it to feed specific aspects, like login, getdata etc. Then the "Template" would drive the data into AB as fast and most efficient as Tomasz architected it to. For some reason, I don't think the ADK example is as powerful as perhaps the esignal feed link that he wrote, could be wrong. Just a thought. :roll_eyes: