i mean honestly, a swing trade is nothing but a long scalp. there is so much DNA shared between them. the live market data -> python path is tricky only because there are, to my knowledge, no public resources for real time data. so you have to work through an API.
and the only API ive had any success with was on ally.com. and that rapidly spun beyond my technical means because the authentication layer is really something of a bag of wet dicks. i found some interesting code snippets for it on github but just never quite got my groove on beyond some very basic utilities (checking current stock price etc).
there have been a lot of great high level threads on fintwit about best in slot DBs for accruing/analyzing level 2 data, T&S, so on. btw you could write an extremely profitable bot based on nothing but Time and Sales (T&S) but i spent a good week looking for people who would sell me a T&S feed and got nothing to show for it.
but... perhaps one could hook into the thinkorswim T&S feed.......? worth consideration. i wish their linux client was open source....
and the only API ive had any success with was on ally.com. and that rapidly spun beyond my technical means because the authentication layer is really something of a bag of wet dicks. i found some interesting code snippets for it on github but just never quite got my groove on beyond some very basic utilities (checking current stock price etc).
there have been a lot of great high level threads on fintwit about best in slot DBs for accruing/analyzing level 2 data, T&S, so on. btw you could write an extremely profitable bot based on nothing but Time and Sales (T&S) but i spent a good week looking for people who would sell me a T&S feed and got nothing to show for it.
but... perhaps one could hook into the thinkorswim T&S feed.......? worth consideration. i wish their linux client was open source....
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