Aggregation API
(Beta)
Collective2’s Aggregation API is designed for advanced traders and data scientists who want to analyze the entire C2 trading ecosystem, or a mathematically described subset of it.
With the Aggregation API, you can do things like this:
- Retrieve a portfolio of holdings of all trading strategies with a Sharpe Ratio of > 1.5 and Return of > +1.0% in the last 30 days
- Retrieve a portfolio of holdings of all trading strategies that have experienced a 10% drawdown in the past 90 days
- Calculate the long/short sentiment of all trading strategies on the C2 platform which have paying subscribers
The Aggregation API is designed to be used to construct trading strategies out of aggregate data. It is not designed to allow you to follow individual strategies, or even to identify individual trading strategies or their positions. Rather, information about entire sets of strategies — both those that are performing well, or those that are performing poorly — can be calculated.
You can look at the Aggregation API documentation here.
Aggregation API is a REST API and can be used with almost any programming language or with curl and a command line.
How to use it
You’ll need an Aggregation API apikey to access the API.
Price
Access to the Aggregation API is normally $1799 per month. For early-access users, the price is reduced to $899 per month.
You can sign up and retrieve your api key here.