goodboy
goodboy
Websocket streaming api docs are here: https://interactivebrokers.github.io/cpwebapi/RealtimeSubscription.html Looks like you have to run the gateway still to auth says the FAQ: https://interactivebrokers.github.io/cpwebapi/faq.html
Tried manually hitting the `iexchange` [stock price endpoint](https://iextrading.com/developer/docs/#price) and got variable latency between 0.5 - 7 seconds; not super reliable... Maybe someone else can test it a few times as...
Unfortunately, alpha vantage only gives [minute interval prices quotes](https://www.alphavantage.co/documentation/#intraday) which doesn't compete all that well with other actual *real-time* brokers (QT, robinhood). What is neat though is they provide a...
TD Ameritrade offers [free L2 data](https://www.brokerage-review.com/expert/level2/td-ameritrade-level-2-quotes.aspx) (2 rps) and [an API for it](https://developer.tdameritrade.com/content/streaming-data#_Toc504640612). Huff, and I just closed down that account last year. Gonna try to see if I can...
Here's a little lecture on quantitative economics and includes some [online data resources](https://lectures.quantecon.org/py/pandas.html#On-Line-Data-Sources) and how to scrape them into `pandas`.
Huh, Look like [`tiigo` offers a *firehose* (per tick stream) from IEX](https://api.tiingo.com/documentation/websockets/iex) with their free accounts. It's only top of book but still.
An FYI, IEX is moving their non-IEX data from their 1.0 api to the new https://iexcloud.io/. See [the details](https://iextrading.com/developer/).
Open data sets from [socrata](https://dev.socrata.com/).
Woot! Looks like someone has reverse engineered the [`webull api`](https://github.com/tedchou12/webull/). I've open an issue tedchou12/webull#64 asking about an async client; so far just :ghost:s. We should add a backend stat!
Alpaca just added free streaming [US exchange data](https://alpaca.markets/docs/api-documentation/api-v2/market-data/streaming/)