Python/Java/etc API

Historical data from Global Markets (such as FX) and those of global interest (such as Indicies, Commodities, etc)
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Goatseer
Posts: 1
Joined: Mon Jan 09, 2017 8:45 pm

Python/Java/etc API

Post by Goatseer »

Hi,

I want to be able to automatically download and export the data each day. There doesn't seem to be a way to programmatically do this at the moment. Is it planned?

Thanks

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Python/Java/etc API

Post by tickstory »

Hi Goatseer,

Yes, this feature is planned. If you have some particular requirements around this (such as protocol), please let us know. At the moment we're looking at JSON with a RESTful-like API.

Regards.

kriskraai
Posts: 6
Joined: Tue Apr 03, 2018 1:52 pm

Re: Python/Java/etc API

Post by kriskraai »

Has tickstory made an API feature available yet?

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Python/Java/etc API

Post by tickstory »

Hi,

Not as of v1.8.9.2. We still have this in our book of work, however we prioritise based on the demand for a particular feature, so if others are interested, please let us know.

Thanks.

kriskraai
Posts: 6
Joined: Tue Apr 03, 2018 1:52 pm

Re: Python/Java/etc API

Post by kriskraai »

Maybe you could charge for it. If the price is reasonable, I'm sure many people would be interested.

jdaniele
Posts: 6
Joined: Sun Nov 17, 2013 10:52 am

Re: Python/Java/etc API

Post by jdaniele »

Goatseer wrote:
Mon Jan 09, 2017 8:47 pm
Hi,

I want to be able to automatically download and export the data each day. There doesn't seem to be a way to programmatically do this at the moment. Is it planned?

Thanks
Hi Goatseer,

it should be fairly easy.

1) Write a loop that every day download URLs like this "http://datafeed.dukascopy.com/datafeed/ ... _ticks.bi5" and save the daily files to disk in a proper structure like Tickstory already do.

2) Open the 24 files of the day, decompress and read binary data from them (have a look here viewtopic.php?f=2&t=1233&p=10644&hilit= ... da0#p10644 about data format), putting it in a list of records.

3) Once you have data in a list, you can export it as you want, in CSV for example.

4) repeat the process for every financial instrument you need to download and export.

I would choose Python to do that, in few lines of code.

Hope this helps. ;)
Daniele
Last edited by jdaniele on Fri Feb 26, 2021 10:08 am, edited 1 time in total.

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