Most of you have probably heard about IEX: The Investors Exchange. IEX is the exchange started by Brad Katsuyama who was the protagonist of Michael Lewis’s famous book Flash Boys (review). Just last year, IEX scored a major win when SEC approved its application to register as a national securities exchange. As time passes by, IEX continues to gain more and more market share.
Just like any other exchange, one of IEX’s most valuable asset is the market data generated by all the trading. However, unlike other exchanges, IEX makes its data available to public for free via web API. On February 22, 2017, IEX wrote a blog post announcing release of its web API. Since then, IEX has made quite a few enhancements and added support for newer datasets as well.
As of today, some of the data that IEX provides includes:
- pricing data (latest trade and quote data as well as summary data going back up to 5 years),
- reference data,
- new data,
- earnings data, and
- financial data.