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Australian, New to Futures, but advanced API trader.
I am an algorithmic trader from other markets. I am looking at trading currency futures. I am having trouble finding the infrastructure/products for what I need to move to futures.
I need
1. API access to a fast data feed - Kinetiks, ok.
2. 5-10 years of tick data for all the CME currency futures - no idea where to get this!
3. Fast API connection with a broker that accepts Australian clients. - no idea where to get this! (confused)
I looked at CQG for data and it will cost tens of thousands just to get started on the data I need. Is there another source of tick futures currencies data???
We accept Australian accounts. Would be glad to help and match you with the right FCM.
Thank you,
Matt Z
Optimus Futures
There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.
Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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1. NinjaTrader has an open C# framework for development of integrated apps
2. You are going to be hard pressed to find tick level historical data going that far back from any broker --> You are likely going to have to pay up through a 3rd party service for this
3. Most US brokers will accept AU clients and most can provide access to an API
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
historical data - its surprising. i went through all the historic data providers and the only provider (besides CME itself) that gives me raw data is nanotick. All the others just give trades, trades and BBO, order depth snapshots which is not enough to simulate the market as it was! congrats nanotick.
brokers - anyway I will check out ninja trader but i fear that they will be slow compared to real direct APIs like Rithmic. its really hard to find information to be honest. trial and error required here i think.
order routing - i would rather connect direct to CME. They have something called iLink Order management. is that something a normal guy can get? or is that something the API host uses in the background anyway.
CME Owner Membership - should i be getting a CME Owner Membership ($2000 USD i think)? The exchange fees drop dramatically! or is there another way around this via brokers? I will be doing lots of short term trades so transaction-cost per contract really limits number of trade opportunities i can make.
On the 1st, I believe you are referring to how ISV's like CQG connect to the CME. On the second question, I am not qualified to speak to this. You can reach out to a licensed representative of NinjaTrader Brokerage if you wish to discuss this further.
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
