I will present an update on my ongoing software development project to gather real-time stock and option market data from web APIs that require modern security protocols, including OAuth.
My work has progressed in the past year since presenting What Developers Should Know about Options Trading and Building DIY Trading Platforms. I will continue this topic focusing on how I solved the key problem of getting real-time quote data from E*Trade/Morgan Stanley’s servers using their OAuth-secured web API.
By combining the Curl, XML2, GZip and OAuth open-source libraries, my new market data aggregation tool automates data gathering from the web into Excel charts, where it’s overlaid with custom visualizations that drive investment decisions. My portable C++ approach works without Google, browsers or newer programming languages. I am also working to integrate these new capabilities into the Lightwing digital signage player, which runs on Yocto embedded Linux.
This talk is relevant for anyone that wants to pull any type of information from the modern web using HTTPS security protocols that require certificate authorities, RSA key pairs, SHA1/HMAC signatures and/or OAuth. A good first step is understanding which libraries are actually required for a given application. I will break that down.
I will also survey some other low-cost platforms for stock market data like Yahoo, BarChart and Polygon, since Google and Microsoft have dropped the ball by discontinuing market data services.
This talk will be at the regular, monthly meeting of the D/FW Unix Users Group on Thursday, August 8, 2024, at 7:00 pm at Improving, in Plano. This is a free event, open to the public and pizza is usually provided by Improving.
The Improving office is located at 5445 Legacy Drive, Suite 100, Plano, Texas. The doors to the building are locked at 6:00 pm, but someone will be available to let people in after 6:00. There will be a note on the doors with a phone number to call to get someone to let you in.