How to acces the data from a website 50-100 times a second using raspberry Pi?

Question

I want to fetch the data of a stock. Since the data changes very fast, is there any way to pull the data like 50-100 times a second from trading websites? And can we implement that using a raspberry Pi 4 8gig model.

Answer 1

RasPi4 should be more than adequate for this task. Both the ethernet and WiFi hardware is capable of connections at these speeds. (Unless you’re running a bunch of other stuff on it.) Consider where your bottlenecks may be, likely ISP or other network traffic). Consider avoiding WiFi in favor of cat5e or cat6. Consider hanging this device off your router (edge) to keep lan traffic lower and consider QOS settings if you think this traffic may compete with other lan traffic.

This appears to be a general question with no specific platform in mind. For stocks, there are lots of platforms to choose from.

APIs for trading platforms often include a method to open a stream. Instead of a full TCP conversation for each price check, a stream tells the server to just keep on sending data. There are timeout mechanisms of course, but it is good to close that stream gracefully (It’s polite since you’re consuming server resources at a different scale. I’ve seen some financial APIs monitor and throttle stream subscribers who leave sessions open.).

For some APIs/languages you can find solid classes already built on GitHub. Although, if simply pulling and reading a stream then the platform API doc code snippets should be enough to get you going.

Be sure to find out what other overhead may be implicated. For example, if an account or API key is needed to open a stream then either a session must be opened first or the creds must be passed with the stream being opened. The API docs will say. If you’re new to this sort of thing, just be a detective and try to infer what is needed. API docs usually try to be precise and technically correct with the absolute minimum word count.

Simply checking the steam should be easy. Depending on how that steam can be handled by your code/script, it may be harder to perform logic on the stream while it is being updated. That’s usually a thread issue or a variable scope issue depending on the script/code. For what you’re doing I would consider Python or PowerShell depending on your skill-set and other design parameters.