I love fyers and use it for trading and for these reasons giving some inputs.
The trading future doesn’t seem to be only about candlestick charts, dashboards or more features in the broker apps.
I see it as agentic trading workflows, quantitative, data intensive, crunching numbers, real time news, order flow, positions footprints, stocks developing relative strength, company financials, and more such data and insights.
Only price, volume and bid-ask depth data (which in fact can be manipulated) are not sufficient and more comprehensive data is necessary which fyers can provide through API and MCP.
We retail traders have access to claude code, codex to build our own tools, agents, algos or apps that can work on data received from fyers through comprehensive market intelligence API/MCP.
And all this at inference speed to compete with institutional traders or at least to ride with them.
I am not saying that you should believe me and do this. You can ask your PM to personally reach out to fyers API users and collect requirements.
This might make fyers really for (quant) traders who are born to trade at inference speed.
Interesting take and I get where you are coming from.
Quant and agentic workflows are definitely growing and tools like Claude Code have made it much more accessible for retail traders now. That part is real and I have seen it myself.
But I would not fully write off charts and price action yet. Most algo setups still use price and volume as their base, just faster and with more data on top of it.
Where I completely agree is the API and data access part. Clean real time data from Fyers covering order flow, relative strength and financials would make a big difference for retail quant traders. That is the actual gap right now.
Interesting perspective @vikramsalunkhe, and I agree that trading is clearly moving toward data-driven and quantitative workflows rather than only charts.
But in India we also need to consider the framework from the Securities and Exchange Board of India (SEBI). Algo/API trading for retail is getting tighter with rules around order speed, broker approvals, and risk controls, so pure high-frequency style execution may be harder going forward.
Also with STT and other transaction costs increasing, high-turnover strategies become expensive for retail traders. So the real edge for retail quants may not be speed, but better models, data integration, and disciplined execution.
Numbers matter, but structure matters too. Data over drama.
Hi @vikramsalunkhe ,
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