Looking for intraday futures bar data (delayed or RT) for web app..any ideas?

[afone777]

Hi guys -- Ive spent the past few days searching and researching every place I can find for data sources for a web app I am creating for a client. Pretty much at my wit's end.

I need bar data to power the charts in my app. Mainly ETFs and futures, some FOREX also, and some stocks. Looking for free or as inexpensive as possible.

For stocks, I feel pretty confident in alphavantage or iextrading. I think I can swing FOREX daily data, maybe from alphavantage, but ill have to check into that more, especially for intraday.

The main source of frustration is futures data. Particularly intraday. Ive searched this topic here, and im still looking through the forums...but any help i greatly appreciated.

 

[traider]

I think most vendors will be more expensive if you are using data for commercial purposes vs if you declare you are non professional. I use dtn iqfeed and it's not that expensive for non pros.

Can you share if IEX allows one to download intraday (minute) historical stock data? If it does, what is the simplest way to do it ? I know both C# and python.

 

[Kevin Schmit]

Can you share if IEX allows one to download intraday (minute) historical stock data? If it does, what is the simplest way to do it ?

It is a simple get request, returning json.

In python:

s - 'aapl'
url = 'https://api.iextrading.com/1.0/stock/'+s+'/chart/1d'
conn = urllib2.urlopen(url)
ii = conn.readline()
js = demjson.decode(ii)


Edit: this only goes back one day, so I don't know if it qualifies as "historical." Your best bet for free historical US (and many foreign) stock 1min bars is the free barchart api I reference in my next post down. It has the added advantage that it includes pre and post market data as well as RTH (4:00 am to 8:00 pm for US markets). History for stocks and indices 1min goes back about 3 years.

 

[Kevin Schmit]

The main source of frustration is futures data. Particularly intraday.

The barchart free api covers futures and allows you to download futures 1 minute bars both 15 minute delayed and historical. The calls are simple get or post requests that return json. You'll need a free api key to send along with your gets/posts. You can sign up for the free api at the barchart site, just click one of the "get started with our free api" links which abound on the site, or google the phrase "barchart free api signup."

There are daily limits, but I am sure you can figure a way around them. Your biggest problem is going to be the cease and desist letter you will get once they figure out you are re-distributing their data commercially. On the other hand I don't think their terms are that onerous for legal re-distribution so you could wait until they catch you and then negotiate a low cost redistribution deal similar to the one EODData.com has with them.

 

[traider]

It is a simple get request, returning json.

In python:

s - 'aapl'
url = 'https://api.iextrading.com/1.0/stock/'+s+'/chart/1d'
conn = urllib2.urlopen(url)
ii = conn.readline()
js = demjson.decode(ii)

Many thanks, it doesn't seem to support retrieving far back in history, say 2010 minute prices of aapl. Do you know if this is possible?

 

[afone777]

The barchart free api covers futures and allows you to download futures 1 minute bars both 15 minute delayed and historical.

WHAT? I could've sworn I checked barchart's free stuff and didn't see intraday futures. ...wow, a ray of hope. I'll check that out now! The app is not public so that redistributing restriction shouldn't apply. Thank you tons.

 

[Kevin Schmit]

Many thanks, it doesn't seem to support retrieving far back in history, say 2010 minute prices of aapl. Do you know if this is possible?

I don't think its possible in iex api. As mentioned in my edit of my previous post, the barchart free api goes back about 3 years (to March 2015 to be precise). That is the farthest back comprehensive free 1min stock bars I have found. The barchart paid api goes back to March 2009, IIRC.

 

[traider]

WHAT? I could've sworn I checked barchart's free stuff and didn't see intraday futures. ...wow, a ray of hope. I'll check that out now! The app is not public so that redistributing restriction shouldn't apply. Thank you tons.

If you can get your client to sign up for IB, you can get cheap data from them. The only bad thing is they limit historical data requests.

 

[afone777]

Thanks for all help, guys. Im going to try to complete the data side of our app tonight and see if barchart's free data will work. Fingers crossed.

I've thought of IB as well. I will check with the other guys and see if they have an IB account if we need it. I also checked into iqfeed, but they dont offer a web service style feed, so I guess it would be a matter of writing something that would feed the web based charts.

I also heard back from xignite, but I hear they may be an arm and a leg. I'll see.

 

[traider]

I don't think its possible in iex api. As mentioned in my edit of my previous post, the barchart free api goes back about 3 years (to March 2015 to be precise). That is the farthest back comprehensive free 1min stock bars I have found. The barchart paid api goes back to March 2009, IIRC.

Using IEX or barchart, can I stream real time quotes to a strategy? What is the fastest request rate? Can each stock be requested at least once per second?
Is it a push or pull protocol? Can you point me to the API if possible?