About this Book
The eBook "Free Market Data APIs for Quantitative Finance with ASP.NET Core - Step-By-Step Tutorial for using free Market Data APIs in Quantitative Finance with ASP.NET Core
has just been published. This book will provide useful resources of accessing free market data for quantitative finance applications with ASP.NET Core.
I hope that this book will be useful for quant developers, quant analysts, individual traders, .NET programmers, web developers, and students of all skill levels,
who are interested in quantitative finance.
Market data in finance is the most important part of any successful trading business. Regardless you are a quant analyst, quant developer, trader, or independent investor, you always have to deal with market data. Market data is price, volume, and trade-related data for a financial instrument reported by a trading venue such as a stock exchange. Market data allows you to know the latest price and see historical trends for instruments such as equities, fixed-income products, derivatives, and currencies. There are a number of market data vendors, which specialize in collecting, cleaning, collating and distributing market data. This has become the most common way that you get access to market data.
Delivery of price data from exchanges to users is highly time-sensitive, and specialized technologies designed to handle collection and throughput of massive data streams are used to distribute the information to traders and investors. The speed that market data is distributed can become critical when trading systems are based on analyzing the data before others are able to, such as in high frequency trading.
In this book, I will implement various interfaces that allow you to easily access some popular free online data sources, including Yahoo Finance, IEX API, Alpha Vantage, Quandl, Tiingo, and Markit. These free data sources usually provide the end-of-day (EOD) market data for stocks, option chains, currencies, and fixed-income instruments. You may also access the real-time stock quotes as well as the historical intraday bar data.
Introduction
Welcome to Free Market Data APIs for Quantitative Finance with ASP.NET Core. This book will provide useful resources of accessing
free market data for quantitative finance applications with ASP.NET Core. I hope that this book will be useful for quant developers,
quant analysts, individual traders, .NET programmers, web developers, and students of all skill levels,
who are interested in quantitative finance.
Market data in finance is the most important part of any successful trading business. Regardless you are a quant analyst, quant developer, trader, or
independent investor, you always have to deal with market data. Market data is price, volume, and trade-related data for a financial instrument
reported by a trading venue such as a stock exchange. Market data allows you to know the latest price and see historical trends for instruments
such as equities, fixed-income products, derivatives, and currencies. There are a number of market data vendors, which specialize in collecting, cleaning,
collating and distributing market data. This has become the most common way that you get access to market data.
Delivery of price data from exchanges to users is highly time-sensitive, and specialized technologies designed to handle collection and throughput of massive data streams are used to distribute the information to traders and investors. The speed that market data is distributed can become critical when trading systems are based on analyzing the data before others are able to, such as in high frequency trading.
In this book, I will implement various interfaces that allow you to easily access some popular free online data sources, including Yahoo Finance, IEX API, Alpha Vantage, Quandl, Tiingo, and Markit. These free data sources usually provide the end-of-day (EOD) market data for stocks, option chains, currencies, and fixed-income instruments. You may also access the real-time stock quotes as well as the historical intraday bar data.
This eBook contains a lot of code listings and screenshot images. I have uploaded the formatted code listings and original images to my website at https://drxudotnet.com. I also provide corresponding links within the book, which allows you to view the formatted code and original images.
Please note that free market APIs described in this book do not represent reliable data sources that cannot be assumed stable, and might break any time. So use it in your applications at your own risk.
You can download the example source code for this book from my GIT repository. The download is available without charge and includes all the supporting resources that are required to re-create the examples without having to type them in. You do not have to download the code, but it is the easiest way of experimenting with the examples and makes it easy to copy and paste code into your own projects.
