software already written in java/c sharp

Discussion in 'Automated Trading' started by chris8sirhc, Oct 16, 2010.

  1. Im new to all of this so please excuse me if my question seems simple. If i have already written a strategy in java and c sharp how easy is it going to be to get it to actually interface with the market? It buys or shorts equities. Any recomendations?
  2. rosy2


    1) you get an account somewhere that offers an API.
    2) use that API to connect and subscribe to tickers
    3) feed the incoming data through you strategy

    what's your strategy using for data currently?
  3. You can hook it up to Interactive Brokers TWS pretty easy using their Java API.
  4. Are there any other brokers who offer what Interactive Brokers offers?
  5. Also, the strategy uses small cap equities and penny stocks most of the time(it shorts them both as well), and I know some of the other brokers have a larger available list of small caps and penny stocks to short, so it would be ideal if I could plug my java algorithm into any of those.
  6. Logic


    For your strategy, did you develop your own ParseFeed(), ParseMessage(), SendOrder() and etc functions, or are they currently just empty shells?

    If your strategy has been coded theoretically only, I'd suggest looking into Tradelink (, OpenQuant (, or NinjaTrader ( They're execution platforms that you can hook up to a broker without the PITA that comes with parsing the datafeed and messages by yourself. They come with fairly robust C# APIs that allow you to stick to the high-level strategy so you don't have to deal with the low-level software engineering.

    As for the actual broker and datafeed, if you've run this strategy before and are just trying to convert, I can't really help you. Most of the major retail brokerages (like TDAmeritrade or IB) offer something; most of the companies I'm familiar with are trading groups that utilize Sterling, Lightspeed, or Laser for the backend connectivity.
  7. plenty but not free like IB, basically you just looking for a live data feed bundled with a java api you can call.

    Checkout for example.