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Cover image for Feed Saxo Bank instruments price into sqlite database
Siarhei Siniak
Siarhei Siniak

Posted on

Feed Saxo Bank instruments price into sqlite database

Though Saxo Bank has dropped MetaTrader support back in 2015. Open API allows to implement a custom broker.

We are going to consider read-only mode, when price of instruments is continuously put into sqlite database.

Authentication is required prior. A user friendly token generator allows to use a single header instead.

def k1(uic, asset_type, token):
    assert re.compile(r'[a-zA-Z]+').match(asset_type)
    with requests.get(
        'https://gateway.saxobank.com/sim/openapi/ref/v1/instruments/details/%d/%s' % (
            uic,
            asset_type
        ),
        headers=dict(
            authorization='Bearer %s' % token,
        ),
    ) as p:
        market_info = p.json()
    assert 'Symbol' in market_info
    return market_info
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token is generated at https://www.developer.saxo/openapi/token/current

Available instruments vary between forex, stocks and derivatives.

Read the full article at https://product-development-service.blogspot.com/2022/06/feed-saxo-bank-instruments-price-into.html

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