agoscinski / FinanceServiceComputing

A trading system based on the FIX protocol allowing trading between companies an brokers by matching orders and requests.
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Find out how to retrieve data from a website like Yahoo #2

Open agoscinski opened 8 years ago

agoscinski commented 8 years ago

http://finance.yahoo.com/

agoscinski commented 8 years ago

Stock data Real Time Yahoo API: http://brusdeylins.info/tips_and_tricks/yahoo-finance-api/ Markit: http://dev.markitondemand.com/MODApis/

Historic Data http://www.freestockcharts.com/ http://www.interactivebrokers.com/ http://www.kibot.com/Historical_Data/All_Stocks_Historical_Tick_with_Bid_Ask_Data.aspx

API searching machine: http://www.programmableweb.com/category/financial/api https://www.quandl.com (probably dont have it)

agoscinski commented 8 years ago

Yahoo finance uses the American market which is from 9:30-16:00 (GMT-4, New York) which is 21:30-4:00 (GMT+8, China). This is not useful for testing. Therefore add different markets Infos to different stock markets: http://money.cnn.com/data/world_markets/asia/

Examples (everything in GMT+8): SHA (Shanghai Composite): 9:30-11:30 & 13:00-15:00 INDEXDB (DAX): 15:00-24:00 INDEXSP (S&P 500): 21:30-4:00 -> use two API's: https://github.com/slawek87/yql-finance/blob/master/examples/stock_price.py https://github.com/godsarmy/chinese-stock-api

or better use Bitcoin market https://www.bitcoin.de/en/api/marketplace

Literature: http://money.stackexchange.com/questions/58301/do-real-time-stock-charts-list-the-last-trade-price-or-a-short-term-average http://www.investopedia.com/articles/basics/03/103103.asp http://www.investopedia.com/articles/trading/06/level2quotes.asp

agoscinski commented 8 years ago

Found better API for bitcoins: https://www.bitstamp.net/api/ Works well. Next step write a sample simulator