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Futures Trading API for Python


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Futures Trading API for Python

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  #1 (permalink)
Kingsport, Tennessee
 
 
Posts: 28 since Apr 2020
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I got so incredibly frustrated with TradeStation/EasyLanguage, I've decided to try and code my automated strategy in Python. I'd need a minimum $10,000 (which I don't have yet) to even use their WebAPI, but not sure I'd want to go back anyway. Many are complaining in their forums about the godawful documentation, which seems to be their infamy in general. But before I get too deep, I wanted to ask around for recommendations regarding what broker API folks are using for this purpose. It's somewhat confusing trying to figure out which APIs are actually for trading, and which are not. So far, I've gotten the impression Interactive Brokers is the "only game in town" for automated futures trading, though I've seen Alpaca mentioned for stocks. Ironbeam mentions an API, but as far as I can tell it's an API for the platform.

TIA

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  #2 (permalink)
sweden
 
Experience: Advanced
Platform: NinjaTrader,MetaTrader
Trading: futures, FX
 
Mabi's Avatar
 
Posts: 141 since Oct 2010
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Maybe You can Check out MT5 . https://www.mql5.com/en/docs/integration/python_metatrader5

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  #3 (permalink)
Kingsport, Tennessee
 
 
Posts: 28 since Apr 2020
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Thanks, but I asked specifically about brokers, not platforms. Not interested in going through a platform again.

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  #4 (permalink)
Denver
 
 
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Ninja trader has automated trading you can create. Not sure if it's what you are looking for though. It uses C# not Python.

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  #5 (permalink)
San Diego, CA
 
Experience: Beginner
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You might look for brokers which allow direct fix connections. A quick search turned up RJO.

https://www.rjobrien.com/fix-solutions/

Then you could use a python fix library to manage orders such as simplefix or quickfix.

QuickFIX

I've never set this up myself, so needs more investigation.

Jay

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  #6 (permalink)
sweden
 
Experience: Advanced
Platform: NinjaTrader,MetaTrader
Trading: futures, FX
 
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Posts: 141 since Oct 2010
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sgjohnson View Post
Thanks, but I asked specifically about brokers, not platforms. Not interested in going through a platform again.


okey. You only use the platform to connect to broker no need to learn the platform . But i guess it only works with AMP as broker for futures. It was not that hard to do my brother who never programmed in Phyton nor used MT5 got it up and working in 1 week so now we can send orders, read orders, history from phyton to AMP via Mt5. Just tried it and learning Phyton so thats why i posted the answer.

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  #7 (permalink)
Kingsport, Tennessee
 
 
Posts: 28 since Apr 2020
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Looks like I might go with MT5 after all. There was no ready-made solution in Python for something as seemingly simple as tick charts, which is what my trading is based on. Still don't understand how the non-packaged solutions work since I've only ever used TradeStation. If MT5 can use CQG data does that mean any broker compatible with CQG can use MT5? Or is that CQG datafeed only and not execution? I've also seen a post that says MT5 has bad slippage because orders go through an extra step of servers.

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  #8 (permalink)
Austin Texas / US
 
Experience: Intermediate
 
Posts: 18 since Dec 2019
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Similar to JayC's answer

There might be good leverage opportuntiies on Github
https://github.com/search?q=python+futures&type=Repositories
https://github.com/search?o=desc&q=python+api+futures&s=updated&type=Repositories

I don't know anything about Alpaca but possibly an option.
https://alpaca.markets/

https://alpaca.markets/data
Alpaca Data API is your new go-to stock data API for building trading apps & algorithmic trading strategies. ... securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, given or in any manner endorsed by AlpacaDB, Inc. or any AlpacaDB, Inc. affiliate and the information ...

HedgePlay

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  #9 (permalink)
Kingsport, Tennessee
 
 
Posts: 28 since Apr 2020
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hedgeplay View Post
Similar to JayC's answer

There might be good leverage opportuntiies on Github
https://github.com/search?q=python+futures&type=Repositories
https://github.com/search?o=desc&q=python+api+futures&s=updated&type=Repositories

I don't know anything about Alpaca but possibly an option.
https://alpaca.markets/

https://alpaca.markets/data
Alpaca Data API is your new go-to stock data API for building trading apps & algorithmic trading strategies. ... securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, given or in any manner endorsed by AlpacaDB, Inc. or any AlpacaDB, Inc. affiliate and the information ...

HedgePlay

I don't know where you got that quote, but there's nothing at those links that says futures.

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  #10 (permalink)
Austin Texas / US
 
Experience: Intermediate
 
Posts: 18 since Dec 2019
Thanks: 40 given, 11 received



sgjohnson View Post
I don't know where you got that quote, but there's nothing at those links that says futures.

I copied that paragraph yesterday from the results of a search query I executed at https://duckduckgo.com/. So it is text in their search engine gathered from crawling.

I search again this morning and found this Dec 2020 comment.

Hey @mark_Friedman

Futures are not yet supported through Alpaca however we are aware of the interest and it is noted. Will follow up when there is progress on our end

Jason from Alpaca

https://forum.alpaca.markets/t/futures-planned/251/6

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