Bye Yahoo, and thanks for all the fish

Just a quick post in the light of a very recent event. Users of financial functions of R, MatLab, Python, or Zorro got a bad surprise in the last days. Scripts and programs based on historical price data suddenly didn’t work anymore. And our favorite free historical price data provider, Yahoo, now responds on any access to their API in this way:

Continue reading “Bye Yahoo, and thanks for all the fish”

Dear Brokers…

Whatever software we’re using for automated trading: We all need some broker connection for the algorithm to receive price quotes and place trades. Seemingly a simple task. And almost any broker supports it through a protocol such as FIX, through an automated platform such as MT4™, or through a specific broker API. But if you think you can quickly hook up your trading software to a broker API, you’re up for a bad surprise. Dear brokers – please read this post and try to make hacker’s and coder’s lifes a little easier! Continue reading “Dear Brokers…”