Yes, I know it's been asked 17 million times. The problem is, there are 58 million answers and the vast majority of them are sarcastic, rhetorical, or a simple "try this platform" without explanation of why.

I'm mostly just wanting an API that integrates well with Python that provides as real-time information as possible for a single stock symbol at a time. I believe my current usage is somewhere around 100 call/min IF I happen to be holding a stock. My calls per day is significantly lighter. I would prefer a free version, but I wouldn't mind paying a little bit if it was significantly more consistent and up to date.

Here are some that I have tried and problems I've had with them:
- yFinance seems to be delayed a little bit, but there's another weird thing going on. I've run 2 functionally identical programs side-by-side and one of them will start pulling the new price a good 20+ seconds before the other one, which is kinda a lot!
-Alpaca (free) seems to update slower than yFinance, which is odd given what I've been able to find with a google search. It also held the 'current price' at the Open of the minute that a particular stock was halted and not the Last (or Close) price when the halt was initiated. It also didn't update until 30s after trading was resumed.

Again, I'm not particularly opposed to paying a bit for 'live' data IF that data is truly "real-time" (meaning within the last couple seconds) (Alpaca does not) and returns the properly updated value with each API call (yFinance does not).

Hi all,

I am just getting started in the stock algo trading world and wanted to quickly ask what is the most preferred API for algo trading as per the community? I want to make sure I spend my next couple of weeks with an API that is already established and widely used by this subreddit.

From Googling and reading articles online - I heard about alpaca, polygon, and TD Ameritrade APIs so far so would love to get people's thoughts on those and any other ones I am potentially missing.

Here are some of the things I would want from it:

• Historical tick data

• Live tick data

• Being able to do paper trading with historical & live tick data

• [Optional] Built-in signals such as EMA, SMA, RSI, etc.

For reference: my first simple project will just be following a SMA for a stock using historical data to see when to buy and see it. So I am looking for an API that can help me do all that.

Thanks for all the help!