Hey team, I'm looking to make my own algorithm trader as a learning opportunity (yes, I'll get wrecked by the market makers).
I haven't built anything out yet, but I know I'll need to intake real-time ticker data for stocks and options via an API, run some quick, scrappy analysis on it, identify if a trade should be made, then via API, put in a fast-as-heck trade order in.
I haven't used Bloomberg before and I'm guessing it has an API that can be used like that, but it's hella pricey. Not afraid to shell out some money, but is there anything else that could give really close to real-time data and trade execution?
Submitted July 13, 2017 at 05:24AM by whyhellogoodbye