Page History: How can I access historical Data through the API?
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Page Revision: 2013/02/05 07:20
Our standard API allows you to query for historical data. Aggregating this data and keeping it up to date with real-time trades would be up to the developer as well as computing any indicators that would be needed. There are no events raised to this effect.
Our simplified chart data API handles requesting historical data and keeping it up to date in real-time as trades occur in the market. This API also has some predefined indicators you can use. Currently the indicators supported are:
AverageTrueRange (ATR)
MovingAverage (this would cover most types of moving averages including simple, exponential, etc).
Parabolic SAR (PSAR)
RSI
This API raises events to notify you of updates to either the bar data or the indicators.
If this API will work for you we can add MCAD and possibly other indicators to it as you need.
There is one shortfall that developers typically have trouble with our chart data API. While it raises events when the bars/indicators are updated we do not support informing you when a bar is complete. For example if you create a 5-Minute bar data series, you could get multiple updates to the last bar over the course of it’s 5-minute development (it updates in near real-time). The only indication you have that the bar is complete is the event telling you that a new bar has been started (which isn’t guaranteed to happen at any particular time). Bar completion notification is not something we support and would be something you would have to deal with using a combination of watching for the next bar and possibly using a timer with your own definition of what think a complete bar is (50ms after the 5-minute time is up, or 1 second, or whatever your application needs dictate).