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.

Table of Contents

Introduction

Chapter 1 Overview of ASP.NET Core Razor Pages
   ASP.NET Core MVC vs Razor Pages
   Install Visual Studio and .NET Core
   Create the Razor Pages Project
   Examine Project Files
      Pages Folder
      Wwwroot folder
      Other Files
   Create a New Razor Page
   Razor Template
      @Page
      Code Behind File
   Model Binding
   Tag Helpers
   Routing
   Security

Chapter 2 Market Data from Yahoo
   Historical Stock Data
      Helper Classes
      Using Razor Pages
      Using Web API
      Web Service for Yahoo Stock Data
      Web Service Application
   Option Chain data
      Helper Classes and Methods
      Option Data in Razor Page

Chapter 3 Market Data from IEX
   Historical Market Data
      Helper Classes
      IEX Stock Data in Razor Page
   Real-Time Stock Quotes
      Helper Classe and Method
      IEX Stock Quotes in Razor Page

Chapter 4 Market Data from Alpha Vantage
   Create API Key Service
   EOD Stock Data
      Helper Class and Method
      Stock EOD Data in Razor Page
   Intraday Stock Data
      Helper Method
      Intraday Data in Razor Page
   Real-Time Stock Quotes
      Helper Class and Method
      Stock Quotes in Razor Page
   FX EOD Data
      Helper Class and Method
      FX EOD Data in Razor Page
   FX Intraday Data
      Helper Method
      FX Bar Data in Razor Page
   Sector Performance Data
      Helper Class and Method
      Sector Performance in Razor Page

Chapter 5 Adjusted Stock Data
   Stock Data from Quandl
      Create API Key Service
      Helper Class and Method
      Adjusted EOD Stock Data in Razor Page
   Stock Data from Tiingo
      Create API Key Service
      Helper Class and Method
      Adjusted EOD Stock Data in Razor Page

Chapter 6 Interest Rates from Markit
   Helper Classes and Methods
   ISDA Rates in Razor Page

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.