Spark ASX/NZX API - Real-time data in your application
The Spark API (Application Programming Interface) is a comprehensive market data feed/API that can be used in software developed for your own use and analysis or in software you intend to resell.
The Spark API allows developers to quickly build applications by taking advantage of the same robust feed used in Spark. The API is a separate product from Spark and does not require Spark to be installed or running.
The Spark API relieves developers of having to source, aggregate and manage their own real-time market infomation database and feeds. Instead developers can concentrate on developing value added features in their applications and leave data management to the Spark API.
The Spark API could be used within any application requiring real-time market and/or historical data. Examples include algo trading and execution engines, backtesting systems, surveillance and compliance, market data front ends, Mobile/iPhone applications etc
A technical description and documentation for the Spark API is available here.
Key advantages of the Spark API
The Spark API
- removes the need to interface with expensive and overly complex exchange feeds
- aggregates disparate exchange data feeds into a simple unified interface
- connects over the public internet, no need for expensive telecommunication circuits
- provides cost effective access to historical market data
- removes the need to maintain and manage a historical time series/databases yourself
- will provide market data from future alternative execution venues (Chi-X, AXE ECN, etc) as soon as they start trading in Australia.
Data available
Broadly speaking the Spark API makes available all of the raw data that is available within the Spark application.
This includes
- every event for each subscribed exchange. Events include trades, cancellations, order book updates (full market depth), status and quote basis updates, index values.
- access to every event on a per stock basis for the full proceeding month. Reconstruct the order book for any point in time.
- historical and intraday prices for stocks
- historical and intraday values for indexes
- real time and historical company announcements
- basic stock fundamental data
The API currently provides data for the Australian Stock Exchange (ASX) and New Zealand Stock Exchange. Customers can select the exchanges they wish to subscribe to.
See the API documentation for detailed information on available data fields and formats.
Pricing
The fees below are for customers who use the API and data for their own internal use and analysis.
If you intend to resell your application or redistribute the data sourced from the API then refer to the redistribution section for more details.
| Private User# | Professional User | |
|---|---|---|
| Base Monthly Fee Access to all live data |
$250 per month |
$250 per month |
| Historical prices Access to daily historical price data from 1998 |
included in base fee |
add $250 per month |
| Historical events Access to rolling 30 day historical event data |
included in base fee |
add $250 per month |
| Historical news Access to complete company announcement archive from 1998 |
included in base fee |
add $250 per month |
plus at least 1 data pack |
||
Australian Stock Exchange
|
$50 per month |
$80 per month |
Australian Stock Exchange - Exchange Traded Options
|
$20 per month |
$20 per month |
New Zealand Stock Exchange
|
$25 per month |
$75 per month |
Important Notes:
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Free Trial
A free 14 day trial of the API is available by contacting Iguana2
The trial provides full access to all functions however historical data functions (news, prices, and event) are restricted to 3 stocks per exchange. See the API documentation for details.
Legal
Use of the API requires your acceptance of the Spark API Terms and Conditions.
Support
It is assumed that customers of the Spark API are experienced, capable software developers. The online documentation and example code included in the API package provides all the information required to make effective use of the API.
We encourage all prospective customers to take advantage of the free trial to satisfy themselves that the API meets their requirements and they have the necessary skill to work with it.Should customers have any support questions regarding the API we will provide limited support via email. We endeavor to respond to email support requests within 48 hours.
We are unable to provide help with writing or debugging your code.
Redistribution
Data
The data sourced from the API can only be redistributed to third parties after a redistribution agreement has been entered into with Iguana2 and the relevant exchanges.
The API/DLL
Independent software vendors (ISVs) can make use of the Spark API within their own applications by including the Spark DLL in the software they distribute.
Each instance of the DLL will still require an active subscription to a Spark server to obtain data. We provide ISVs a suite of online tools that enable them to manage their own users data permissions and access seamlessly.
A redistribution license is available by contacting Iguana2 with details of your application and intended use for the data. Pricing for redistribution is normally based on a royalty based payment.