2
$\begingroup$

Is anybody aware of Java/C++/Python API's available for ASX stock market depth? I'm currently using IB which is ok but has a number of limitations / issues - the one I care most about is the limit of 3 simultaneous market depth subscriptions. Really I need at least 10 and preferably 20 or more - with IB I can get up to 10 by paying but it adds up and I'd prefer something a bit more reliable if I'm paying that much.

I found Spark Iguana 2 but when I sent them an email requesting pricing they never replied.. not exactly the best first impression but if they're good I'd be interested. https://iguana2.com/spark-sdk

Would appreciate any insight into anything else that might be available (either ASX specific or global but with proper ASX support).

Thanks

$\endgroup$
3
$\begingroup$

Some worth contacting to determine whether they have the features you seek:

Paritech pxAPI: http://www.paritech.com.au/products/pxapi.html

IRESS: http://www.iress.com.au/_/media/Files/Brochures/IRESS_API_Solutions.pdf

eSignal QLink http://www.esignal.com/development-tools/esignal_sdk_tools/qlink.aspx

Two other real-time platforms are Bourse Data and Phoenix AI but I don't know if they have any API capabilities.

$\endgroup$
  • $\begingroup$ I'll send these guys emails and see how it goes. Thanks. $\endgroup$ – fantabolous Jun 1 '15 at 7:45
  • $\begingroup$ Paritech never replied. eSignal replied but their API is only available for commercial use. IRESS and the others don't appear to have Java/C++ API's. Back to square 1. $\endgroup$ – fantabolous Jun 24 '15 at 8:42
  • 1
    $\begingroup$ Paritech did get back to me after a while and they do offer an API to retail clients (either directly without brokerage, or through their partner openmarkets.com.au/pricing/brokerage/#softwarefees for a smaller fee). However the API is .NET which makes it slightly painful (tho not impossible) to use in *nix. $\endgroup$ – fantabolous Aug 6 '15 at 8:56
2
$\begingroup$

The Paritech API https://www.paritech.com.au/products/pwa.html which you can get through OpenMarkets is a SOAP API that they provide a .NET SDK for. It can also be used on any platform with a SOAP client. I have tested it with the suds client for Python on linux. There is also Iguana2 https://iguana2.com/ who provide an API that sits roughly halfway between Paritech and IRESS in terms of functionality and cost. They work with a lot of startups in Australia but last time I contacted them they are no longer signing up retail customers to their API.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.