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I know there are APIs from different brokers that allows you to trade and also obtain information about specific companies, but I wonder if there are equity/asset screeners that are API-based and can be triggered in real-time? For example, I'd love to have an API that would alert me of any equities that are:

  • Near 52 week low
  • Have P/E < 30
  • 5 year average earnings growth is > 5%
  • etc.

I could do it myself with brokerage screeners, but they are totally manual; I'd have to build and run them. If there are APIs that can be tied to automated scripts, that'd be amazing, as it would mean both speed and coverage in terms of trading opportunities.

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    $\begingroup$ This can be done with Bloomberg's terminal, their BLPAPI and some programming skill in a supported language. You may even be able to set something up in the Bloomberg terminal directly as this seems like a common usage case, but I'm not an expert in the terminal. Bloomberg is not cheap however. $\endgroup$
    – rhaskett
    Nov 26, 2014 at 22:58

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I'm not sure that you fully understand what is meant by the term "API". You are describing items that you can create yourself with any basic API/data source, really. You'd have to have some programming knowledge, as would anyone that uses an API, but it doesn't sound like you want to get that deep into this.

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  • $\begingroup$ I write code for a living so there's no issues with programming. My question is more around availability of API/data feeds that allow me to search for companies meeting these criteria rather than feeding it a list of companies and getting results back, which isn't comprehensive. $\endgroup$ Sep 25, 2014 at 17:01
  • $\begingroup$ You are not describing an API, you are describing a tool. If you're a programmer you should be able to write this rather quickly. You could do it all with EOD data which is freely available. You feed the data, run the formulas and then spit out the companies that meet the criteria. This isn't difficult for a programmer. $\endgroup$ Sep 25, 2014 at 17:07
  • $\begingroup$ Thanks @JimBean - but not sure which data providers have this kind of data for free? $\endgroup$ Sep 25, 2014 at 17:22
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    $\begingroup$ The examples you give can all be done with EOD data. There's plenty of sources for that. You could even use something like Yahoo Finance to get that data $\endgroup$ Sep 25, 2014 at 17:29
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You won't find any real time screener anywhere, because of the comission you need to pay to the stock market.

But if you can manage to get the data flow, you can run a script in matlab or any other language every few time, so that it is almost real time.

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  • $\begingroup$ Where would I find such data flow? $\endgroup$ Sep 25, 2014 at 11:53
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    $\begingroup$ As I said, for free you won't find real time data, you can find either 15min time delay in several places like prorealtime, yahoo finance, google finance, or each stock market. But EOD data is easier to find, you have yahoo finance, google finance... $\endgroup$
    – arodrisa
    Sep 26, 2014 at 15:09
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Problem is not the API, it is more the data. Most data you request is on a daily base. When you would like calculate it every 5 seconds for example you need a realtime feed and the fundamentals for you ratios.

Next problem will be that the data providers needs some time to put the 10k into their systems.

As I know there are no public available feed for doing things like this. If you have Bloomberg you can try this in EQS, but i think it is not realtime.

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  • $\begingroup$ I think it's okay if it's not precisely real-time. Once a day is fine, just need something that's reliable and accurate. $\endgroup$ Oct 30, 2014 at 19:48
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I believe what you are looking for is available through the Tradier brokerage. Just review their documentation at https://developer.tradier.com/documentation

Hope that helps.

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You can certainly use the Tradier API to do this. For delayed data you can use the Developer Sandbox for request/response. To access realtime data you’ll need a Tradier Brokerage account but you’ll have access to a realtime stream. You can find the streaming documentation here: https://developer.tradier.com/documentation/streaming/get-markets-events

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