QuantConnect – Open Data Library For Free Live Crypto Trading?

APIs offered by brokers and data platforms

I’ve been looking for a broker that has an API for index futures and ideally also futures options. I’m looking to use the API to build a customized view of my risk based on balances, positions, and market conditions.
Searching the algotrading sub I found many API-related posts, but then when I actually read them and their comments, I found they’re often lacking in real substance. It turns out many brokers or data services that have APIs don’t actually support index futures and options via the API, and instead they focus on equities, forex, or cypto. So here’s the list of what I’ve found so far. This isn’t a review of these brokers or APIs and note that I have a specific application in mind (index futures and futures options). Perhaps you’re looking for an API for equities, or you just want data and not a broker, in which case there may be a few options. Also, I’m based in the US so I didn’t really look for brokers or platforms outside the US.
If you have experience with these APIs, please chime in with your thoughts. Also, I may have missed some brokers or platforms. If I did or if you see anything that needs correction please let me know.

Platform Notes
ADM Investor Services No API
Ally Invest Does not support futures instruments
Alpaca Only supports US Equities
Alpha Vantage Does not support futures instruments
AMP Broker with a huge number of platforms available including some with APIs
ApexFutures No API
Arcade Trader No API
AvaTrade Does not support futures instruments
Backtrader Not a data feed; otherwise looks cool but also looks like a one-man shop
Cannon Trading Broker with a variety of platforms, some have API access such as TT
Centerpoint No API
Charles Schwab API does not support futures instruments
Cobra No API
Daniels Trading No API
Discount Trading Broker with a variety of platforms including CQG, Rithmic, TT, some with APIs
Edge Clear Broker with a variety of platforms including CQG, Rithmic, TT, some with APIs
Eroom Now part of Dashprime. Offer a variety of APIs including CQG, TT, CBOE's Silexx, and others via FIX.
ETNA Trader Only supports equities, options (including multi-legs), ETFs, Mutual Funds (Forex with cryptocurrencies coming soon)
ETrade API seems robust but OAuth authorization needs to be refreshed via login once per 24 hours
Futures Online No API
Gain Capital Futures API available, based on .NET; unsure if they are open to retail clients
GFF Brokers Broker with a large number of platforms including some with API access
High Ridge Futures Broker with a variety of platforms including CQG, Rithmic, TT, some with APIs
iBroker API available; contact them for more info
IEX Cloud Looks great but does not support futures instruments
Infinity Futures JSON API available; contact them for more info
Interactive Brokers Client Web API looks promising if clunky
Intrinio Supports futures instruments but is expensive
Koyfin No API
Lightspeed C++ API available
marketstack API for equities available. Does not support futures instruments.
Medved Trader Windows app with a streaming API to various data sources and brokers. See comment below about API beta access.
NinjaTrader Does not support futures options
Norgate Data Not a broker; supports futures data for $270/year
Oanda Forex only; API last updated in 2018
Optimus Futures Broker with a large number of available platforms including some with API access
Phillip Capital Broker with a large number of available platforms including some with API access
polygon.io Expensive but looks slick; does not support futures instruments
Quandl API looks solid; $49/monthly for personal use, does not allow distributing or sharing data; not a broker
Quantconnect Does not expose raw data
Quantopian Does not expose raw data
Quantower Software that connects to multiple brokers and data feeds; API to their software via C# interface
Saxo Markets Broker with extensively documented API
Stage 5 Trading API available through Trading Technologies
Straits Financial Broker with several platforms available including some with APIs such as CQG, R
Sweet Futures Broker with a large number of available platforms including some with API access
TastyWorks There's an unofficial Python API
TenQuant.io Does not support futures instruments
ThinkorSwim Does not support futures instruments via the API
Tiingo Free account tier but does not support futures instruments
TradePro Broker with a number of platforms available; unclear if any are available with API access
Tradier Free developer API account for delayed data but does not support futures instruments
TradeStation Nice looking API docs and supports futures instruments; requires opening an account and a minimum balance of $100k and there’s no trial available
TradeFutures4Less Broker with a variety of platforms including CQG, Rithmic, TT, some with APIs
TradingTechnologies API looks robust; pricing starts at $700/month
TradingView Does not expose data API
Tradovate Technologies API exists, documentation unknown; need to talk to their account team
Wedbush Futures Broker with several platforms offered, a few of which have API access
WEX .NET/COM only; pricing not disclosed on website
Xignite Pricing not disclosed on website but they do support futures instruments
Yahoo Finance API Available through RapidAPI or via direct access; but it’s discontinued and unreliable
Zaner Broker with a variety of platforms including CQG, Rithmic, TT, some with APIs

Wow, this list grew longer than I originally thought it would be. If you spot a mistake, please let me know and I’ll correct it.
Edit:
- added Lightspeed API - updated Dashprime to indicate some of the APIs available - added Medved Trader to table - added marketstack to table
submitted by theloniusmunch to thewallstreet [link] [comments]

"MACD" for algorithm trading ?

Im trading since ages using the "MACD" indicator and (of course) price action... lately i wanted to implement a simple "MACD" trend follow strategy using QuantConnect and well... it failed and it ended up in a huge loss (backtesting)... i focused mainly on the forex market ( EUUSD )
So i end up with the question if i implemented a mistake or if the "MACD" indicator is a bad decision if you wanna let algorithms trade for you.
Whats your opinion on "MACD" for algorithms ? What is your experience ? Any tipps and tricks to design a profitable MACD algo ?
submitted by genarTheDev to algotrading [link] [comments]

Resources for Forex-Based algotrading?

I'm shifting into some forex strategies and am looking for a robust back-testing framework (ideally not quantconnect) and advice on a broker for both paper and live trading.
submitted by hsauers to algotrading [link] [comments]

What or where do you use to actually conduct the trading?

Pretty much the title im working on developing my own but im curious where do you even conduct the trading. Thanks for your time.
submitted by dirtprobe to algotrading [link] [comments]

Experienced programmer looking to write automated trading strategy...

I'm a professional javascript developer with a decent amount of python under my belt. My goal is to write an automated trading strategy for the forex markets.
I've done some digging and I'm seeing platforms like quantopian and quantconnect. I'm also aware that metatrader 4 and 5 exist with some sort of C based language.
I'm looking for advice on which platform I should choose for writing my strategy. Does it make more sense to use a platform that supports a language I'm familiar with or should I use the most popular tool for easy porting of indicators etc.
I'm also a mac user if that's a factor. Thanks in advance.
submitted by Dadsaster to algotrading [link] [comments]

Are Quantconnect Alphas any good?

Long story short - tried to create my own algos, but it proved to be quite difficult, so instead of spending time on endless backtests and tuning I am looking for a strategy (-ies) to buy or copy. A few years ago I used zulutrade and a few similar forex trade copy services, my experience was that results of the strategies were overinflated and the marketplace generally was full of painted histories and almost scams. Now Quantconnect and their Alphas seem to be a bit more serious, at least much more expensive. Does anyone has any experience with using alphas, are they worth the time and money they cost? I know this is broad and vague question, any comments other than "do your own research" are appreciated.
submitted by CervixAssassin to algotrading [link] [comments]

Forex Algos with Quantconnect/Oanda

Hey guys,

This is really just an FYI to anyone who trades Forex with algos. Oanda, Quantconnect, and Tradingview are all very closely integrated, and I've had a really good experience with setting up the algo and having it run on an Oanda practice account. So easy to set up, and everything just works nicely. Not a shill for any of these services, just really had a good experience and wanted to share. Let me know with questions!
submitted by beejinator to algotrading [link] [comments]

Looking for a good starting point - does MultiCharts fit the bill?

I'm fairly new to trading, coding, and finance, but I've begun developing a strategy that I'd like to flesh out. I've done some manual backtests and they seem promising, but I don't have a big enough sample size to really feel confident about it yet. I figured that the best thing to do is to develop an algorithm that I can backtest with a lot of data, but I'm feeling a bit unsure where to start presented with all these different options combined with my inexperience.
I've been using QuantConnect a bit, but I'm not thrilled with the fact that certain staff members can view my code, so I want to switch to something that won't have that issue. I was originally looking at Python platforms, but I've heard that it executes too slowly and I should be looking at building my algorithm in C# or C++. I'm not looking to execute on tick data as of now, and the lowest time frame I can anticipate going is 1 minute, although more likely it's 5 minutes. Will the speed issue come into play on those time frames? I'd also like to get into machine learning eventually and as far as I know Python is better for that so seems like there may be a bit of a trade off...that said, I'd imagine there's a way to integrate Python machine learning with C# or C++, but perhaps that's my ignorance speaking.
Someone on here recommended using MultiCharts - does this seem like a good starting point? I'm worried about getting too deep into developing my own platform and MultiCharts seems fairly user friendly as far as having a GUI and robust platform. I'd really like to just get straight into developing and testing my strategy, as that's what got me interested in algotrading to begin with.
Oh, the strategy is based on forex, if that's helpful. Thanks in advance for any input!
submitted by prokcomp to algotrading [link] [comments]

Is Intra Exchange FOREX Arbitrage Possible?

So I created a FOREX arbitrage algorithm that pretty much follows the Bellman-Ford algorithm. I hard coded some snapshot test cases and my algo was able to detect arbitrage opportunities, however when I transferred the code to QuantConnect's platform, it found no opportunities over the entire past year. I'm not sure if this is because of how I set up my algo on QuantConnect (weighted close prices) , if I'm sampling at too low speeds (both 1 minute and 1 hr data snapshots yield nothing) or if it's because QuantConnect uses one exchange for all it's FOREX trades (Oanda). If somebody that's tried to create a FOREX arbitrage algo can shed some light, that'll be great.
submitted by Dilliverant to algotrading [link] [comments]

Some basic algo trading questions on platform and data sources

Hi algoTrading,
I'm new to algorithmic trading, and was hoping to get some advice on how to get set up. My questions fall into two categories, first, what platforms do you guys use for backtesting, and second, where do you get your data from.
First, to clarify what I mean by 'platform'. I am looking for a mechanism which will enable me to (relatively) easily go from idea to backtest. For instance, in quantopian, you can write a strategy, and backtest it. The backtest will generate relevant metrics, and you do not have to worry about the code linking the strategy to the data. Additionally, if the platform allowed for more robust testing, like walk forward testing, and monte carlo analysis, that would be ideal.
I have seen two websites in particular, which seem to be popular. Quantconnect, and Quantopian. Now, I have looked into both of these, and I am not sure they are what I am after. First, I am a little skeptical of putting out algo's which I have poured my time hard work into, on sites which execute the code remotely. Second, I am more interested in derivatives trading than stock trading. If I were to use an online platform, I would prefer one which included data on Options/Futures/Forex. Additionally, while the language isn't a huge deal, I have experience in Java, and am learning Python for data Science applications. If there were a platform which let me use Python or Java, that would be ideal.
Second is the data source. This is a little redundant for online platforms, like quantopian, which are already integrated with the data. However, I have also been looking at Amibroker, which is executed locally on your computer, and does not come bundled with data. I have seen that you can get some data from IB, thinking about switching over to them, just for their data feeds. But really, the data I am interested in would be 1) EOD options data. 2) intra day futures/forex data. 3) intraday stocks/indexes/ETF data.
I am willing to pay for tools/data if necessary, but would prefer to keep costs as minimal as possible, as I am a losing trader with a day job.
Thanks in advance!
submitted by IAmBoredAsHell to algotrading [link] [comments]

1Broker + TradingView beginner automation (plus question)

[Sorry for the long post] So I've looked around this sub and I see a lot of high level or theoretical Algo discussions which I can appreciate but I'm kind of lost when it comes to practical applications and I don't even know if any service even exists that can meet my needs.
Currently, I have a strategy that I think is a little profitable with 1 minute data intraday swing trading on USDJPY, it's very simple and written in Pinescript. I plug the pinescript into a 1 min chart on Tradingview and it spits out alerts for my trades. The alerts are picked up by a chrome addon called Autoview which sends the orders to 1broker using a special alert API. I hate it for many reasons: - Chrome with tradingview and Autoview must be running and checked frequently for glitches (sometimes alerts stop firing randomly) - Tradingview alerts are not meant to be used as orders so I lose any semblance of order management. Basically it fires alerts/orders for every entry point regardless of my current balance or positions. - Pinescript sucks. - 1broker uses bitcoins as currency, I like bitcoins but don't fully trust putting thousands of dollars into them when it could be rendered obsolete at any time without warning.
So the reason I use it is because it meets all my needs. I'm just starting out and I have a fairly large income via my job (US) but it would take me at more than a year to save up 25k for a legit daytrading account. So I need to find a broker + automation combo with the following: - hedging within the same fund (is this not allowed in the US?) - can make unlimited day trades without needing $25,000 USD, low minimum account size - low or no fees - supports 24/5 forex or E-mini trading (options not required) - API for automation with somewhat low coding requirements. I am familiar with python but by no means am I an expert. I like looking at tradingview charts and backtest instantaneously via graphical interface but I realize this is probably not very common.
I've spent a lot of time on both Quantopian and Quantconnect but neither of them can do intraday trading very well if at all. They are primarily focused on fundamental trading and I'm more into technical trading. I tried looking into Ninjatrader, metatrader, whatever but I found them very expensive, unnecessarily complicated, and beholden to the US's stupid trading laws.
TL;DR - Can anyone tell me exactly how to implement my simple automated intraday FX strategy using a simple interface that doesn't require me to have a $25,000 US brokerage account and software that costs 1000's of dollars?
P.S. If any other beginners are in the same situation as me you should look into 1broker.com + TradingView + Autoview, it's pretty sweet given the limitations it's working with.
submitted by Redcrux to algotrading [link] [comments]

[xpost /r/stats]New book for backtesting trading strategies - would appreciate help

If you use R's quantstrat packages I would appreciate any help you can offer with a new open-source project I am working on:
Backtesting Strategies in R.
The book is designed to provide information beyond the PDF's demo's and help files as I want to explain how things work, what the functions mean and what the limitations are.
In addition I wanted to get a little into analyzing the data and ensuring accuracy (Ch. 6) and obtaining faster resources such as AWS (Ch. 11).
Some things I need help with:
I would appreciate any help provided and will contributors to the credits.
submitted by timtrice to algotrading [link] [comments]

New book for backtesting trading strategies - would appreciate help

If you use R's quantstrat packages I would appreciate any help you can offer with a new open-source project I am working on:
Backtesting Strategies in R.
The book is designed to provide information beyond the PDF's demo's and help files as I want to explain how things work, what the functions mean and what the limitations are.
In addition I wanted to get a little into analyzing the data and ensuring accuracy (Ch. 6) and obtaining faster resources such as AWS (Ch. 11).
Some things I need help with:
I would appreciate any help provided and will contributors to the credits.
submitted by timtrice to rstats [link] [comments]

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