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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

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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.

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  • $\begingroup$ I'll send these guys emails and see how it goes. Thanks. $\endgroup$
    – fantabolous
    Jun 1, 2015 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, 2015 at 8:42
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    $\begingroup$ 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, 2015 at 8:56
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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.

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