Options for Accessing ASX Level 2 Market Depth by API
Summary
The document surveys possible ways to obtain Australian Securities Exchange order-book depth through an API. The questioner needs more simultaneous market-depth subscriptions than their current broker connection allows and asks about alternatives for use with Java, C++, or Python. Replies identify Paritech, IRESS, eSignal QLink, and Spark Iguana2 as providers or products to investigate; they also mention Bourse Data and Phoenix AI as real-time platforms whose API support was uncertain.
One response describes Paritech's offering as a SOAP API with a .NET SDK, usable from other platforms through a SOAP client, and reports testing it with Python on Linux. Spark Iguana2 is characterized as sitting between Paritech and IRESS in functionality and cost, with a caveat that it may no longer accept retail API customers. These are informal, time-sensitive reports, not a verified comparison of current features, prices, reliability, or subscription limits. Readers would need to confirm present availability and ASX depth coverage directly with providers.
Key ideas
- The discussion names several vendors and products to investigate for ASX market-depth access.
- Paritech is described as offering a SOAP API and a .NET SDK, with use from Python also reported.
- Spark Iguana2 is described as an intermediate option in functionality and cost, but retail access may be unavailable.
- API support for Bourse Data and Phoenix AI is uncertain in the replies.
- Provider capabilities, pricing, customer eligibility, and subscription limits should be checked because the reports may be outdated.
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Full text
# ASX level 2 data via API # ASX level 2 data via API Is anybody aware of Java/C++/Python API's available for ASX stock market depth? I'm currently using IB which is ok but has a number of limitations / issues - the one I care most about is the limit of 3 simultaneous market depth subscriptions. Really I need at least 10 and preferably 20 or more - with IB I can get up to 10 by paying but it adds up and I'd prefer something a bit more reliable if I'm paying that much. I found Spark Iguana 2 but when I sent them an email requesting pricing they never replied.. not exactly the best first impression but if they're good I'd be interested. https://iguana2.com/spark-sdk Would appreciate any insight into anything else that might be available (either ASX specific or global but with proper ASX support). Thanks ## Answer by Richard at NorgateData (score 3) https://quant.stackexchange.com/a/18039 Some worth contacting to determine whether they have the features you seek: Paritech pxAPI: http://www.paritech.com.au/products/pxapi.html IRESS: http://www.iress.com.au/_/media/Files/Brochures/IRESS_API_Solutions.pdf eSignal QLink http://www.esignal.com/development-tools/esignal_sdk_tools/qlink.aspx Two other real-time platforms are Bourse Data and Phoenix AI but I don't know if they have any API capabilities. ## Answer by Anthony Downes (score 2) https://quant.stackexchange.com/a/25066 The Paritech API https://www.paritech.com.au/products/pwa.html which you can get through OpenMarkets is a SOAP API that they provide a .NET SDK for. It can also be used on any platform with a SOAP client. I have tested it with the suds client for Python on linux. There is also Iguana2 https://iguana2.com/ who provide an API that sits roughly halfway between Paritech and IRESS in terms of functionality and cost. They work with a lot of startups in Australia but last time I contacted them they are no longer signing up retail customers to their API.
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