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Online Brokerage With API?
palpatine asks: "I'm looking around for an Internet brokerage that offers a programming interface. Instead of using the Web and forms to make and track orders, I'd like to be able to have some sort of library with functions for making and tracking orders as well as getting real-time quotes, securely over the Internet. Does anyone know of such a place?" Is there such a beast?
Island do what you want?
0xB
My god man, are you absofuckinglutely positive that is what you want? You want unfuckingfettered access, secure, online, with an API? And for you personally? Can you be a little more fucking unrealistic?
Here's the fucking low down: you are asking for the ability to create your own person, on fucking line brokerage by hijacking another on fucking line brokerage. Straight fucking shit. You are asking for the ability to use a company's product in a manner that is totally fucking at odds with their ability to do this. To wit: Not fucking gonna happen.
No cocksucker worth his salt is going to let this shit fly, and the fucking slashdot audience is probably as far from the fucking authorita you want.
But hey, I could be a total ass rag about this. Look, my fucking four fucking letter word rant ain't fucking flamebait. I'm not going to jerk you off and pat you on the back. I'm giving it to you right on the motherfucking level.
The big question, though, is how much trading volume you do. To support that type of direct access to an ECN, you need an account with a clearing firm; and they probably have steep account minimums and capital requirements. I doubt if there is anything out there that will let you just open an account for $50,000 and place orders with your own programs. In short, sure it's possible, but it would probably be uneconomical unless you are running a full-time trading operation.
Sig (appended to the end of comments you post, 120 chars)
yeah.... it will be called .NET
simple enough, eh? the concept of web services should take care of this nicely.
-- Betting on the survival of the media industry is a serious risk. I advise investing elsewhere.
A lot of online services use .ASP's and .JSP's to create dynamic content on their web pages. It would be easy (although time consuming) to reverse engineer their URL structure and use a HTML parsing library to parse the resulting web page, thereby creating your own API. Might make for a good open-source project.
Lime Brokerage provides a system that provides what you are looking for. They even use all of the keywords you mention (Internet, security, api, programmable).
There Brokerage Service, however, seems to be geared more towards Order Placement through an ECN. Here are some screen shots of the GUI that is provided with the API.
I see here that their Brokerage Service provides order placement with multiple Eachanges and ECN's.
I meant here!
- There's really no difference between an API and
a web user-interface, except stability.
- Making a screen-scraper is a piss-poor OSS
project, because it would be broken most of the
time because of (1).
-
penetration. The rest of the WebServices market
will be pure SOAP, mostly Java-backed.
If a brokerage made me an API, they'd get my
business in a flash.
-I like my women like I like my tea: green-
Lime Brokerage is part of the same company that developes LimeWire (same logo and everything). I know it's OT but I can't help but think that's interesting.
You can url encode stock symbols and get back XML from nasdaq via something like
a ge =xml&symbol=ibm&symbol=gm
http://quotes.nasdaq.com/quote.dll?mode=stock&p
Never traded with them. I trade through TerraNovaOnline.com. A realtick based brokerage (they also have some java thing). A previous poster mentioned RealTick as scriptable, but I have not tried this..
And if you are serious about trading, get a brokerage that allows trades through ARCA. This will allow you to place orders with trailing stops. Very handy.
This is not geared toward providing services to brokers like isld and the lime brokerage one. It's more geared to end-users, although it can be used for quote decent sized tasks. It is the MyTrack SDK, and can be found @ http://www.mytrack.com. You don't even have to have a brokerage account with them while you develop your app. You just have to pay their fees, which are around 25-30 a month, and I believe that the first month is free. There is also a (sometimes) active user group on Yahoo! Groups.
If you have more questions about it, search for the yahoo group, they should be able to help you in there. I don't remember the exact name, but look for mytrack sdk and you should come up with it.
hope this helps.
I have been looking for this sort of thing for a
long time and the best thing I have found is
from MyTrack(http://www.mytrack.com). There is
also a yahoo group that has a mailing list related
to it (http://groups.yahoo.com/group/Mytrack_sdk/).
On non-windows platforms you're pretty much limited to MyTrack Java SDK and Interactive Brokers (Doesn't play nice with mozilla) for retail services.
MyTrack offers pretty good data although it can lag a good bit behind the marked (5-20 sec) and seems to be mostly unsupported.
IB's data is, well, you wouldn't want to trade off it alone. However the executions are great and their fee schedule is very competitive. Their Java TWS, which runs very well on Linux/UNIX, is somewhat programmable via either a socket interface or Java API.
I haven't worked with the MyTrack SDK for years so I can't comment on MyTrack's performance recently, but their executions were not comparable with other EDAT brokers and barely up to web broker standards when I used them. IB offers pretty good market coverage especially in commodities and options. Currently their API limits executions to their proprietary routing system, the client offers direct access routing to various exchanges. They also offer a much richer API to pro customers although their fees aren't as competitive in that area.
It's also worth mentioning that IB's platform is a bare-bones, no handholding, execution platform. If you want support and fancy tools go elsewhere but their executions and margin policies are pretty good (exchange min. on most contracts). When there is a problem however, you'll be happy to have a backup broker to hedge the positions you hold with IB. They require this in their customer agreement
See ibusers Yahoo group and EliteTrader Direct Access forum for more information. I only mention options that are available on Linux/UNIX for retail brokers because thats all I've investigated for my own use. I may post a better summary when I recover from last night..
hmm..they have a crappy interface so they need to provide the API.m .asp ) with an API.
i'd love to have something like cybertraderpro (try the free demo - http://www.cybertrader.com/cybertrader/contact_si