spiff

I was wondering: is it possible to calculate (roughly at least) the minimum deal size given the recent market price or volume? I have a trading bot and need minDealSize to calculate the position size. Currently I store min. deal size values that I scraped from IG API in a database, but I am not sure if it is a good idea as I do not know whether midDealSize values are fixed and constant or updated by IG depending on price factors.

I figured out it is possible to traverse the market navigation endpoint, but it takes about 13h to fetch all markets, because one can make only 30 calls per minute. Here is how it can be done in Python: https://gist.github.com/mac133k/f15d9a998ac3b25f34886c0029775612 Market data does not include stock codes, but these can be found in instrument data. Instruments can be queried by epic and the endpoint accepts up to 50 epics at time, so at lease this part is faster than the market navigation.

It would be nice to have a list of EPICs with the corresponding ticker IDs for offline searching. I get my price data from 3rd parties where instruments are identified by their ticker IDs. The problem with IG API searches is that sometimes I get one match, sometimes multiple matches when I query by ticker ID. Also the query strings cannot be shorter than 3 characters while a lot of TIDs are shorter than that. So basically currently there is no easy way of getting lists of EPICs for all instruments in FTSE100 or SP500 etc. and the larger the index the more painful the process can get.