New Market Data, New Documentation!

Posted by Jason Barry on April 03, 2012 (01:17PM)

We've been working hard to resolve many of the market data problems that existed in our current API as well as add some great new features.  We've had a selective beta running over the last 8-10 weeks utilizing new backend methods and new API calls to retrieve new market data.

Today, I'm proud to announce that we've released these fixes and features publicly.  Making them currently available to the production TradeKing API.

First let's talk about what we've changed:

1.  /market/ext/quotes -- this is a largely improved quote request/response API call.  You can still send it a list of symbols via GET or POST.  You can also send it an OCC option symbol  (see the documentation) to get an option quote.  Plus, the data returned should be deeper, more accurate, and consistent.  You can now (finally) pull reliable and accurate option quotes from the API.  This call replaces the current /market/quotes call which is now moved to deprecated status.

2.  /market/options/search -- this call makes it possible to formulate complex option queries which means you can create any kind of option chain you can imagine.  Simply, pass the symbol and query (see the documentation) and you'll get a list of options meeting your criteria. This call replaces the current /market/chains call which is now moved to deprecated status.

3.  Brand new look and feel to the API documentation --  we heard you.  We've added FIXML and Trading sections to the documentation with full FIXML examples of every trade you can place on the API that is also available on the TK web site.  These pages aim to give developers a much better understanding of trading through the API.  Plus, the whole documentation site got a face lift that we feel will help developers find the things easier and understand things better.

We've also added some brand new market data functionality to the API:

1.  /market/options/strikes --  this call returns all the strikes for an underlying symbol.

2.  /market/options/expirations -- this call returns all the expiration dates for an underlying symbol.

3.  /market/toplists -- this will let you pull a ranked list of stocks based on a bunch of indicators like: top active, top gainers, top volume and couple others (see the documentation).

The underlying market data changes we've made has opened doors to many more exciting additions.  We will be releasing more new features to the tune of news, historical and streaming data over the next couple of months.

Thanks for using the TradeKing API and please don't hesitate to let us know how we can continue to improve our offering.

Jason

Posted by fiddler77 on April 04, 2012 (11:29AM)

I'm excited to start using the new API features.  It is nice to work with a broker who is constantly trying to improve their API instead of just offering a basic option just so they can say they have one. 

Any chance of including a tag about a stocks margin rate when requesting a quote?

Posted by Bompus on April 20, 2012 (10:18AM)

/market/ext/quotes.json is taking considerably longer to run for me. Sometimes it does not even return data before it times out at 30 seconds. It's very random.

A call for a quote on a single symbol used to take about 0.5 seconds.. now it takes 2 seconds or times out at 30 seconds and returns no valid data.

A call for a batch of 200 quotes used to take about 2 seconds, now it takes 6 or it times out at 30 seconds and returns no valid data.

I'm using PHP and Curl .. nothing changed except for the URL to call.. I made these changes last night and it seemed OK, but then this morning I am going crazy once the market opened and everything slowed down to a crawl?

Can anything be done to address these issues and make the call fast and stable like /market/quotes was?

Posted by s0ull3ss on June 02, 2012 (02:25AM)

@Bompus

I'm noticing the same thing.  Maybe caused in part by all the new elements included in a market/ext/quotes pull?

@TK staff:

Is there a way we can specify the individual data points we want in the request url so we don't have to download all the "fluff" each time? for example:

https://api.tradeking.com/v1/market/ext/quotes.xml?symbols=AA,AAPL,AXP,BAC?params=last,bid,ask,volume 

Thanks!

Posted by Bompus on June 21, 2012 (03:49PM)

The new fids parameter is working well and I am back to using market/ext/quotes.json

I am passing ?fids=last,ask,bid,opn,hi,lo,pcls,vl,chg,pchg

FYI - I tested POST vs GET and GET wins the response and processing time, even when requesting hundreds of symbols.

By using the new "fids" parameter, this makes /market/ext/quotes faster than /market/quotes by 30% - 50% on average and provides the ability to only receive information that you care about.

So.. good job TradeKing. I'll let it run on the new quotes call with fids parameter for a while longer to make sure there are no performance issues and then move onward. Thanks!

Posted by JYHMW1DUP4 on July 18, 2012 (07:30PM)

TK Staff and all Great Great job guys!!

me (newbie) started looking at the API this afternoon.  its 4:30 and I have a new quote program in Ruby.  Excellent stuff.  Well done.

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