Any API's able to access Market Depth?

J

Janhaus

I've looked a variety of different brokers and platforms these last couple of weeks but I am thus far unable to find any that offer access to market depth information (for futures, i.e. e-minis) through their API (almost all of them provide this information through the user interface), and do not wish to pay monthly 1k+ platform fees to use X-Trader Pro, which does have this functionality.

Can the more experienced programmers/traders in this forum provide any suggestions?
 
You can get this data from IB (Interactive Broker)'s API. They don't charge anything extra so the cost is $10/month (or less) + exchange fees. Keep in mind it isn't tick by tick data; some data is aggregated and delayed by up to several seconds.

-Taric
 
Sorry about that,

I did some more searching in the forums and found a very similar topic discussed earlier. Here it is in case anybody else wants to know:

http://www.elitetrader.com/vb/showt...8&perpage=6&highlight=trademagic&pagenumber=1


So, I'm currently thinking of either going the MB Trading route or the TradeMagic route, and I have questions about both.

1. For MB Trading, I have not found many recent posts that discuss their ease of use/speed/reliability, etc. - any current users (of their API, hopefully) care to comment?

2. For TradeMagic, what exactly does it mean on their website " TradeMagic 3 is not free if you make money on developing a trading application using TradeMagic"? Do they require %royalty payments or a flat sum or...?
 
Quote from Janhaus:


1. For MB Trading, I have not found many recent posts that discuss their ease of use/speed/reliability, etc. - any current users (of their API, hopefully) care to comment?
More...

The original post talked about emini depths -

Based on our test, MB's depth data is on time comparing to other data feeds and broker feeds.

Due to the nature of depth data, you cannot have a single threaded app processing the depth data while doing a lot of other things in the same thread at the same time. You need something more complex if that's your concern about ease of use.
 
Quote from Janhaus:


2. For TradeMagic, what exactly does it mean on their website " TradeMagic 3 is not free if you make money on developing a trading application using TradeMagic"? Do they require %royalty payments or a flat sum or...? [/B]
More...

If you use TM for personal use it is free, if you use it to develop commercial applications it is not.
 
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