Thursday, July 30, 2015

C# + Real Time Quotes = Algorithmic Trading?

DISCLAIMER: I am well aware that there are people who build entire careers around algorithmic trading - I'm not aiming to be rich off this by any means. I'm just curious to see how far I can get.

TLDR - I'm a developer & "stock market enthusiast" and am curious how I could combine these 2 into something fun and exciting. I'd really appreciate any advice/information, and I'd really like to read about your previous experiences!

The past 6 months I've been working intensively with very large data sets - parsing, calculating, and building algorithms via C#. This past week my interests sparked in the markets so I did some research on how I could pull stock data and do some data manipulation. I've found the best solution to get market data seems to be pulling directly from Yahoo Finance's Stock Market API (http://ift.tt/1EuIdSk). I've also been reading up on articles and watching some videos on the topic of algorithm trading. However I do have some questions.

  • Does anyone know of any free and live market data that can be easily pulled? (whether it be via HTML parsing or some other method).
  • Does anyone have any interesting experiences/resources regarding algorithm trading?
  • According to Yahoo's end page disclaimer "Quotes are real-time for NASDAQ, NYSE, and NYSE MKT", however elsewhere on their site it says that there is a 15 minute delay. Could anyone clear this up?


Submitted July 30, 2015 at 09:23PM by internetz_freeman http://ift.tt/1OEspDc

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