Broker With API

Discussion in 'Retail Brokers' started by vash.amethyste, May 20, 2008.

  1. Hi,

    I search all broker with an API in C/C++/.NET/JAVA, or other language.

    Stocks + Options

    * IB
    * MBtrading

    others ?

  2. Euler


    The answer depends on what volume you're trading. Here are some suggestions that are probably most suitable for "moderately high-volume" traders, e.g. 2 million or more shares/month:

    Genesis has at least a couple of API's.

    Assent has one, too, although it's Microsoft-based and Byzantine (search the threads).

    Sterling Trader Pro, a third-party product, is offered as a platform by many prop and institutional-yet-do-retails-sometimes places (such as Newedge/Fimat). (Net/VB/MS C++.) It is complicated but perhaps the most full-featured of any non-FIX API.

    Introducing brokers for Penson offer a couple of platforms.

    FIX is an industry-standard interface offered by many places and is great since it's standardized, but not every brokerage's FIX is very full-featured (e.g., Genesis's is pretty bad compared to their other API's.) I would take FIX over any equivalently-featured, proprietary API; but many places won't let you have FIX unless you've got institution-like compliance infrastructure at your end.

    For smaller volumes, there are many others that offer API's of varying functionality/pricing; including:

    Ameritrade (via CoolTrade and some other API)
    ChoiceTrade (via eSignal)

    Hope that helps!
  3. Bobarino


    Assent has several different methods of direct access for automated trading.

    They do have a C++ API, but they also have a direct FIX trading interface as well as another proprietary interface with direct access.