Broker or source of intraday futures data for a python API?

External question — Quantitative Finance Stack Exchange Author: user1367204 Original post: https://quant.stackexchange.com/questions/18852 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I am looking for a broker that offers a python API for downloading historical intraday data on futures. So far I have only seen Interactive Brokers and Tradestation. Are there some other brokers that provide a python API to query intraday historical data for futures? For example, I would like to be able to create a csv which would look like: 7/12/15, 11:15, 52.33 7/12/15, 11:10, 52.17 7/12/15, 11:05, 52.35 7/12/15, 11:00, 52.54 7/12/15, 10:55, 52.01 7/12/15, 10:50, 52.03 7/12/15, 10:45, 51.62 7/12/15, 10:40, 51.51 7/12/15, 10:35, 51.18 for about 1000 bars.

External answer — Quantitative Finance Stack Exchange Author: SpzToid Original post: https://quant.stackexchange.com/a/21565 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Native support is very limited. TradeStation's WebAPI pretty much works with any language because it is wrapped in HTTP calls using RESTful. If a platform has an API that supports std C/C++ interfaces, you can write a wrapper to extend the API to python. Search for "Calling C from Python". It is more work to code, but otherwise your choices are very limited. I worked on a project that used this method to link python with the now defunct TAL/RealTick platform.