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Trading Strategies >> Software Infrastructure >> What is the best data API?
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Message started by Occam on 11/05/08 at 13:49:58

Title: What is the best data API?
Post by Occam on 11/05/08 at 13:49:58

I am new to the forum so please excuse the question. I am sure it has been asked before in one form or another.

I am looking for a good data provider which I can seamlessly integrate data input into systematic trading software. Here is the context:

- My software apps are all currently in VC++ 2008 Express. Actually I try to avoid OO so it is just a console APPs.
- End of day data a must, real time would be nice.
- ohlc + volume is fine.
- Data, for the moment, is only equities. North America + Europe a must.
- I would rather not have to deal with lists of issue maintenance, rather I would want to be 'told' all of say Canada including new issues, ticker changes,
and elimination of defunct issues dynamically or at least once a day. Or be able to just access all trading issues on eg NYSE.
- When accessing historical data defunct issues should be present. eg I should be able to access Enron-type history today and S&P500 contents should
include all deletions
- The API should be straightfoward and seemless, not needing OO would be ideal.

I have looked around (CSI, Realtick, eSignal) but nothing seems a good fit.

Any suggestions?
Jonathan Dean
Occam Research & Trading

Title: Re: What is the best data API?
Post by rchicago on 01/22/09 at 20:27:34

A company that you may want to look into...

http://www.activfinancial.com/