In search of a good trading API other than TT

shelest · Sep 12, 2017

Edo said:
Hi folks:
I have an algorithm that is a little more complicated than average so cannot use standard Windows trading clients that have simple GUIs for Algorithms... so have been coding to the TT-API in .Net for over a year. I am ready to prime-time but am finding the Trading Technologies' TT-API lacking in some areas, especially in their testing environment.

All I need to do is get a price-feed, and have the ability to place simple orders, Market / Limit / Stop. No spreads etc. Mostly futures.

I am more than willing to port my code if the target platform is rock-solid.

I heard Gain Capital has an API. Does anyone have any recommendations?

Any pointers would be much appreciated.

Thanks
-Ed
More...

I use Gain Capital it's pretty good if you use C#
I use Python manly so I have written a Python FIX adaptor for Gain Capital
Called "Transfixed" you can find it on github

birzos · Sep 12, 2017

Edo said:
Hi folks:
I have an algorithm that is a little more complicated than average so cannot use standard Windows trading clients that have simple GUIs for Algorithms... so have been coding to the TT-API in .Net for over a year. I am ready to prime-time but am finding the Trading Technologies' TT-API lacking in some areas, especially in their testing environment.

All I need to do is get a price-feed, and have the ability to place simple orders, Market / Limit / Stop. No spreads etc. Mostly futures.

I am more than willing to port my code if the target platform is rock-solid.

I heard Gain Capital has an API. Does anyone have any recommendations?

Any pointers would be much appreciated.

Thanks
-Ed
More...

We've been having the same problem with our sever side algos, CQG has so far proven to be the best option, the main issue being they are institional grade so if you're retail or similar you are more on your own. We built our own platform for HFT trading, but are in talks to move the longer timeframe discretionary which also use the algos to CQG as they lead on the technical charting front.

RedDuke · Sep 12, 2017

My suggestion is to use API neutral options. I use NinjaTrader (.net), and can connect to most APIs (rithmic, TT, IB, CQG and etc). It does not change my code one bit, "all" you need to do is concentrate on the strategy.

doublechin · Sep 12, 2017

http://www.ctsfutures.com/api/

Edo · Sep 14, 2017

Thanks for the ctsfutures pointer. I will look.

In the meantime, does anyone have any feedback on Trading Technologies (TT-API)? I hate switching horses now after 1.5 years of development so thinking of testing using real money this way: 1) Use real price feed but place orders to my own order execution engine (tester) instead of the real market so I can test the fire-hose of the price feed, and then 2) Pick low volatility instruments and place orders way out that will never get filled to test placing, modifying and cancelling orders... and order rejection. Is the TT-API worth it?

2rosy · Sep 15, 2017

use ttsim. Not sure why you think it doesn't work for testing with the API.

Edo · Sep 15, 2017

They have a testing environment where you can see other developer's trades but no environment to test against a real tape or even a delayed one. THey apparently do not support this though I am trying to convince them this is something they want to support

qlai · Sep 16, 2017

I've coded to Rithmic API on Linux. I would recommend. Good support by competent people in my experience. Fast and stable. Found their simulator to be good as well.

InvBox · Sep 16, 2017

I use StockSharp API - http://stocksharp.com/products/api/ It is a free. They have many connections (think to Gain Capital too but I use IB). Big plus is an open source backtester. I've put my own changes to make it more realistic.

Gasparov · Sep 16, 2017

I also want to begin coding my own systems, but of course just to practice with for now. I don't know C# or R..can someone offer me some guidance for the early steps? I already know my strategies and have a source of 1 minute futures data, but I just don't know how to start. I don't want to make my own software if it's not necessary either, but I'm willing to if it is. I know some pieces of non-free software exist for this, but I would rather save the money for now as I practice more, and the free ones I have tried out to chart the data I already have, were either not working or not good enough IMO.

I do know Java, and was considering coding some basic algorithms in a simple java program, comparing trade execution and results to the ThinkorSwim onDemand charts, but that's obviously not as good as having the historical data charted directly from the software. Any help is appreciated.