Algorithmic Trading API [duplicate]

Question

Anyone have experience with algorithmic trading (like stocks)? Any good services to use to get quotes and to make trades?

Guenon

Is there some specific question re: "Algorithmic Trading" API's you are asking here? This questions seems better suited for one of the many finance related communities on the net... try Cake Financial. – Divisibility

I was thinking specifically of brokerages that offered APIs, or services that allowed you to query for information. Wish you hadn't closed it... – Guenon

Someone else can reopen if they disagree with my close. I just don't see how there is a specific answer to this question that is programming related. Just have the word algorithmic in the question doesn't make it programming related. – Divisibility

Heh, from the top question in the "Related" list, #59827 it sounds like this question has been asked and answered quite satisfactorily before. :-P – Gluck

Answer 1

I had a freelance project that used Interactive Brokers, which provided both a proprietary API as well as a FIX-based one. The proprietary API is somewhat painful to use (and they probably can't change it much, for compatibility), but you can easily code a "translation layer" to make it much more pleasant. I haven't tried the FIX-based API, so no comments there.

And yes, I reopened the question. I happen to think it's a fair question to ask.

Gluck

Answer 2

I know TradeStation is pretty popular.

Solothurn

TradeStation is pretty terrible as far as the API goes. Forget trying to use a decent language such as C# with it. – Christelchristen

It got a bit better with 9.0 version, but not much... They kind-of started to shift towards .Net, but do not expect to call you C# code directly. You still have to write most of your code in EasyLanguage which is a joke, or you have to use C API which is ancient. – Swahili

Any comment on TradeStation's WebAPI? – Hasin