Real Time Data Feed API From Fidelity
Author: Jinye
Creation Date: 1/17/2011 7:36 PM
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Jinye

#1
I am trying to write an application that will send me e-mail alert or text message to the phone when a certain stock's price hits a certain level during the day. Currently, I am doing this via Fidelity.com manually. I need to set up the alert price for each stock I am monitoring. It is tedious to say the least. I would like to have a setup that can programmatically gets the real time quote (streaming or every second). I know how to send e-mail programmatically in C#, but I need the API for the real time data feed. I heard from the internet that Interactive Broker (IB) and TDAmeritrade have such APIs. Currently, I have account with Fidelity, love to work with Wealthlab and hate to open another account with another broker. Can some one shed some lights on this ?

Thanks,

Jinye

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Eugene

#2
The Streaming data API document, even if published by Fidelity (and they never were willing to make it public), will not help access Fidelity streaming data in a 3rd party application. Furthermore, as Fidelity is worried about possible data redistribution issues and this is not supported.

But there's a simple solution. I suggest you code a simple Strategy that would query for the last closing price of your stocks of interest every minute and would send an email notification every time aa condition triggers, and run it in a Strategy window on 1-min bar scale.

This Community.Components method will make it particularly easy: AlertByEmail

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Cone

#3
QUOTE:
send me e-mail alert or text message to the phone when a certain stock's price hits a certain level during the day.
Why don't you use the Quotes tool for this? Just run the Strategy to generate the stop or limit price triggers, select all the Alerts, and Monitor in the Quotes tool. Set up Email Settings in Preferences (F12).
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Jinye

#4
Thanks. I will try your work around.
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Cone

#5
Okay, but it's not a work around. The Quotes tool is designed for this purpose!