Financial Price Data and Trading APIs

I have recently launched an Excel Add-in for providing live financial prices in Excel, initially using the IG Index API.

I intend to add additional data feeds from both data providers and brokers to the Add-in. I have therefore spent some time researching potential providers and brokers and thought it would be useful to document them here:

TrueFX

TrueFX is a service provided by Integral, a technology provider of trading systems to foreign exchange market participants. The TrueFX data feed is a free, raw liquidity feed direct from market making banks. The prices are aggregated from real market participants.

It is very simple to use: unauthenticated sessions have access, via a REST API, to 10 major currency pairs; authenticated sessions have access to more pairs as well as the capability to use the more powerful query-based API.

IEX

IEX, the startup US stock exchange made famous in the Michael Lewis book Flash Boys, provides a comprehensive, realtime free API. No account signup is required and both streaming and on-demand data is available. Market coverage is limited to US equities.

OANDA

OANDA, a US based broker, provides a range of API options, including REST, FIX, Java and MT4.

FXCM

FXCM a London based foreign exchange broker, provides a range of API options, including REST, FIX and Java.

IG Index API

IG Index, a UK based spread betting company, provides a free API to their customers. I have previously wrote about the IG Index API here.

Interactive Brokers

Interactive Brokers is a US based electronic brokerage and provides a comprehensive API.

Yahoo Finance

Yahoo Finance, which hosted a comprehensive finance data API, effectively closed it last year. However, there appears to be a undocumented REST/JSON API which I will be investigating further, watch this space!

I am sure there are lots more providers, however I will be focusing on these for the time being and integrating them into my Excel financial prices Add-in.

 

 

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s