About

DataLink is a simple Java interface for the older IEX API. This library currently supports all IEX market data endpoints via get requests (websockets coming soon!). All data is provided by IEX.

Contact

Questions? Feel free to reach out via my LinkedIn on my profile page. I'm also seeking employment in data science/finance!

Dependencies

• json_simple V3.1.1

Important Links

• IEX API Terms of Use
• IEX API Documentation

Usage

Clone this repo and add DataLink.java to your project directory. Start by defining a new instance of the DataLink class in your main class. All methods in the DataLink class return JsonArray types. Timeouts can be specified in the DataLink class (default is 5 sec connection timeout, 5 sec response timeout).

DataLink iex = new DataLink();

// timeouts can be customized
iex.connect_timeout = 5;
iex.response_timeout = 5;

// get last trade data for AMD and NFLX
Vector<String> tickers = new Vector<>(2);
tickers.add("AMD");
tickers.add("NFLX");
JsonArray j = iex.last(tickers);

For last and tops methods, passing an empty vector will return data for all available tickers on IEX

JsonArray j_last = iex.last(new Vector<String>);
JsonArray j_tops = iex.tops(new Vector<String>);

The hist method can optionally download historical data in addition to fetching API data. Passing a blank string will fetch data for all available days. Downloads will be saved in the format "IEX_DEEP_" + date + ".gz" and "IEX_TOPS_" + date + ".gz". Each download should take several minutes to complete.

// download data for date YYYYMMDD
iex.hist("20200501", true);

// download all available data
iex.hist("", true);