How do programmers usually interface with stock data?

167 views Asked by At

When a programmer talks about using something like the S&P 500 index to create trading algorithms, from what source does this data update in a format a computer can scan?

1

There are 1 answers

0
user3666197 On

Prolog:

a) Trading strategy is typically not proposed by programmers.
b) Programmers are typically responsible for implementing a trading strategy ( code it )
c) Trading strategy gets to the programming phase if & only if there is a quantitatively tested reasonably robust edge ( Obviously it makes no sense to implement any underperforming model, does it? )
d) Given the c), the Quants are well equipped with adequate technical + fundamental data, to execute quantitative modelling prior to driving a decision, whether b) would ever start or not.
e) APIs / DataStores for in-vitro Quant modelling are by far different from APIs / Streaming Gateways used for feeding a real-time operation of the same Trading Strategy in-vivo.


Epilogue:

If just seeking for an API to play with,
one has better start with a few details about Legal Aspects,
next,
if feasible,
one may enjoy a collection of about a hundred API-s, historically opened for this or similar purpose ( some of 'em did not end up as just a dust covered memento in the fast flow of time ).