Where is the Activetick API document?

H

hardywu

Hi guys,

I am new in algorithm trading with some experience in web dev. Is there anyone could tell me if there is any price data provider who document their api?

Activetick just gives you a compiled .jar file or .dylib file with docs about its usage. Can't we just create http connection to its data server directly?
 
@hardywu Protocol for ActiveTick's API is proprietary, and the only way to access the data would be by implementing the API. Our software SDKs do come with API docs, as well as example apps with complete source code that can be used as a starting point.

The easiest API to implement would probably be ActiveTick's HTTP API because it's really language-neutral. For this API you would need to run a small binary that wraps the complexity of API in a simple HTTP GET request with text CSV responses. Here are some examples of kinds of requests and responses it supports:

Request examples
quoteData symbol [SYM1+SYM2+ ... + SYMn]
field [Field1+Field2+ ... + Fieldn]
http://localhost:5000/quoteData?symbol=GOOG+AAPL&field=4+10+11

quoteStream symbol [SYM1+SYM2+ ... + SYMn]
http://localhost:5000/quoteStream?symbol=GOOG+AAPL

barData
symbol SYMBOL
historyType 0=Intrday, 1=Daily, 2=Weekly
intradayMinutes 1-60
beginTime YYYYMMDDHHMMSS
endTime YYYYMMDDHHMMSS
http://localhost:5000/barData?symbo...ginTime=20101103093000&endTime=20101103160000

tickData
symbol SYMBOL
trades 1=select, 0=skip
quotes 1=select, 0=skip
beginTime YYYYMMDDHHMMSSmmm
endTime YYYYMMDDHHMMSSmmm
http://localhost:5000/tickData?symb...ginTime=20101103153000&endTime=20101103160000

Response examples

request:
http://localhost:5000/barData?symbo...ginTime=20101101093000&endTime=20101103160000
response:
20101101093000,26.880000,26.900000,26.860000,26.890000,1175094
20101101093100,26.890000,26.910000,26.870000,26.870000,283043
20101101093200,26.880000,26.900000,26.870000,26.900000,179128
20101101093300,26.892500,26.900000,26.850000,26.850000,346005
20101101093400,26.858000,26.880000,26.850000,26.870000,200785
20101101093500,26.870000,26.880000,26.810000,26.810000,465517

request:
http://localhost:5000/tickData?symb...ginTime=20120803153000&endTime=20120803160000
response:
Q,20120803153000133,616.540000,616.630000,2,1,B,Q,0
Q,20120803153000552,616.540000,616.630000,1,1,J,Q,0
Q,20120803153000557,616.540000,616.630000,1,2,J,B,0
Q,20120803153000697,616.540000,616.630000,1,1,J,Y,0
Q,20120803153000697,616.540000,616.600000,1,1,J,B,0
Q,20120803153000697,616.540000,616.600000,1,1,J,Y,0

Take a look at attached ActiveTick HTTP API Quick Starter Guide for more information about HTTP API.
 

Attachments

@syswizard Yes there is also ActiveTick COM API, which can be used with .Net languages, such as C#. Docs are provided with the SDK itself, which also contains an example C# app.
 
syswizard said:
This question makes no sense since it appears they do provide the docs.
Is there something wrong with their docs ?
More...
I should rephrase my question. I just does not understand why there is no docs about connecting to their data server directly.
 
@hardywu The API is proprietary in nature, it is not an HTTPS API. It uses custom encryption, various stream compression techniques, fault tolerance, etc. It would be a lot of work to just get authenticated and send a request to the server if someone were to implement the protocol by from scratch by hand. That's why we provide various API SDKs that already do this heavy lifting for you.
 
I have a question about the tick-level data.
Currently you do not have a tick aggregation feature to create tick bars...so I must create one myself.
Can I assume no two ticks have the exact same timestamp ?
Is your timestamp at the millisecond or microsecond level of detail ?
 
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