The api seems workable so far. A few kinks that I ran into:
- The example curl command for authentication on the api page has some typos. The appVersion field doesn’t have a comma after it and the \ symbol doesn’t concatenate lines when inside a single quote string.
- The things I tried involving closestTimestamp and asFarAsTimestamp just gave me one event with an end of history flag. I ended up just using asMuchAsElements: 1.
- There only seemed to be about an hour of historical tick data.
It would be nice to know if I’m messing something up with any of these or if it’s just a limitation of the api. What’s there so far seems like enough to do the sort of automatic trading that I’m interested in. For example, making a moving average from the history of ticks and trading long above the average and short below the average. Setting up orders, indicators, and setting maximum account losses is what I intend to work on next. Also is there a way to embed source code in a post or upload a text file? That would be more convenient than a git repo.