I am not able to get Symbol Data

API Developers Community Support
62

It seems pretty basic, like the TD Ameritrade API. Only offers minute bar aggregations. No tickstream (realtime or historical). No volume profile information.

65

I found the ActiveTick is only supply market date ,so It need place order in other platform,like tradovate?

66

I got the ILA from CME and the API is working again for market data. I signed up for AcitiveTick while waiting for the ILA but could not align their tick stream with CME/Tradovate (as someone mentioned in another comment) and gave up on ActiveTick (at least for now).

67

what all did you have to do to get the information license agreement with CME, what did it cost and how did you get Tradovate to recognize it?

68

Thank you very much,so now need pay $390/month for CME ILA and 25$/month for TR API :sweat_smile:

69

hi,did you test the TD websocket API? it has the tick stream?or level2(market deep ), the delay 500~1000ms is acceptable for the free price

70

i spoke with CME. they want $390/month for data license. just for running automated trading system, no display of data. im considering it, and other sources of data, i.e. other brokerages.

71

yes,390 for one market,like CME,if you want CL ,need another 390$.now I want integrate TD api，It delay 0.5s but is free.My automatic trader can not make profit continuely

73

This is a complete failure of communication from Tradovate. Anyone know of any other online brokers?

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74

I see it was a few month ago but if you still there could you tell me about TD api. I thought they don’t have one that allow you to make a robot.

75

Are you guys saying that the realtime data described in the documentation doesn’t work?

If so that’s baffling… no idea why anyone would pay $25/month if what’s documented doesn’t even work!

I’m currently running into an issue where I always get websocket: close 1000 (normal): Bye when I try to subscribe to md/subscribeQuote… thought it was an error from my side but looks like live data streaming just doesn’t work!!!

UPDATE: Found the answer here, CME has once again increased the barrier to entry, you need to be a licensed sub-vendor, costs $290 a month: Is CME sub-vendor requirement for API access is $290 per month

Guess I’ll stick with my TDA implementation…