Is there a data feed provider that has a REST (http) API?
Preferably real-time and historical, at least for US equities.
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3 Answers
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I'm working on building one!
But the short answer is no, I haven't found one. There are some good SOAP web-services from: Xignite, they are the defacto standard for web-based data-service APIs, or at least the biggest as of recently.
Nanex also offers a more robust API offering that is delivered via the web, but it's not rest.
There are lots of questions here about data-services, and I think the moderators have mixed feelings about the relevance of this topic.
I've asked around Quora, and a few other places. Feel free to contact me directly if you'd like to hear more.
answered Oct 21, 2012 at 21:49
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$\begingroup$ Xignite also supports REST now and can return the data as JSON, XML, or CSV. For an example check out one of the API pages: xignite.com/product/global-real-time-stock-quote-data/api/… $\endgroup$ May 1, 2013 at 21:38
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To be honest, I think of most purposes data feeds that peruse SOAP or REST are pretty useless. The only applications that benefit from that would be web-based charting tools that deal with historical prices as well as parts of an application that is not speed or performance critical such as static data (symbol lists and the like). However, anything real-time I strongly advise against such technologies and rather go with solid APIs, direct access to liquidity providers, brokers, data vendors or Fix/Fast. Anything web-based in relation to real-time pricing data sounds very sketchy to me and I would not spend much time looking for such solutions.
Do you mind elaborating what you really like to do? In most all situations I probably can recommend an alternative technology that proves a lot more stable and faster. Try me ;-)
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$\begingroup$ I want to build systems in Ruby...REST is a standard for Ruby/Rails. $\endgroup$– B SevenOct 22, 2012 at 4:49
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$\begingroup$ Ok, but what do you mean with "systems". If you are looking to build a systematic trading platform I highly recommend you to refrain from any sort of scripting language for pure performance reasons. Do you care to elaborate what you think of when mentioning "systems"? $\endgroup$ Oct 22, 2012 at 4:57
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2$\begingroup$ yes for this purpose as mentioned I highly recommend you to not "waste" time with scripting languages. They are generally way too slow for such purposes, especially if you want to incorporate historical data back testing into your architecture. I highly recommend you to look at compiled languages such as C++ or C# for such purpose. $\endgroup$ Oct 22, 2012 at 5:05
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$\begingroup$ ...but the choice of language goes off topic. Sticking to the data feed, go with a full fledged API that directly connects with the servers of your data provider, rather than anything "SOAPy" (or somilar for that matter). Clouds and web applications solve a lot of problems and deliver convenience but they definitely are not applicable to solve all problems efficiently. This is one case in which I would stay far away from web applications $\endgroup$ Oct 22, 2012 at 5:49
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https://polygon.io Has both websockets and RESTful APIs for stocks, crypto and forex.
Their stocks feed is CTA network A+B, UTP and OTC.
