Hey bpr,
Any idea about market data feed via API? Ideally Level 3 data.
Here is a seperate thread that I opened.
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Level 3 and Tick By Tick, I am yet to see any one datavendor.
All are level1 including Esignal. so no use.
Terminal has level 2 data , no tick by Tick Zerodha Pi may open their data API in future then you will have access. (Not free it will have its own fees)
Or May be RKSV will open their future platform's
Even then it will be Level2 so no use putting so much effort and money.
Your best option Request IQFeed to include NSE and hopefully they will include Tick by Tick data.
Or Make a group and buy Tick by Tick directly from NSE and integrate into existing software.
BTW why did you need API access and what is your GOAL? if writing strategies ultimately then why not use some existing tool and Language why reinvent the wheel?
Any idea about market data feed via API? Ideally Level 3 data.
Here is a seperate thread that I opened.
Code:
http://www.traderji.com/data-feeds/97515-realtime-datafeed-via-api-nse-fno-cm-preferrably-level-3-tick-tick.html
Level 3 and Tick By Tick, I am yet to see any one datavendor.
All are level1 including Esignal. so no use.
Terminal has level 2 data , no tick by Tick Zerodha Pi may open their data API in future then you will have access. (Not free it will have its own fees)
Or May be RKSV will open their future platform's
Even then it will be Level2 so no use putting so much effort and money.
Your best option Request IQFeed to include NSE and hopefully they will include Tick by Tick data.
Or Make a group and buy Tick by Tick directly from NSE and integrate into existing software.
BTW why did you need API access and what is your GOAL? if writing strategies ultimately then why not use some existing tool and Language why reinvent the wheel?