In search of a good trading API other than TT

C# is pretty easy to pick up.
I've done a few weeks of research and if you have straight-forward algorithms... it sounds like Ninja Trader is the way to go. The only reason I am not going that route is that my Algorithms are complicated (they change over time) and re-coding to Ninja Trader is as much work as porting to another API. Top of my list of APIs to port to is Rythmic, Interactive Broker and RealTick... but I believe given what you said, Ninja Trader would be your right choice. Note their restricted set of supported brokers though.
-Ed
 
Edo said:
C# is pretty easy to pick up.
I've done a few weeks of research and if you have straight-forward algorithms... it sounds like Ninja Trader is the way to go. The only reason I am not going that route is that my Algorithms are complicated (they change over time) and re-coding to Ninja Trader is as much work as porting to another API. Top of my list of APIs to port to is Rythmic, Interactive Broker and RealTick... but I believe given what you said, Ninja Trader would be your right choice. Note their restricted set of supported brokers though.
-Ed
More...

I do know some basic C++ (though I don't like it much ;)), and I will check Ninja Trader out again (barely used it in the past). Do they allow you to load historical data and do anything you want to it directly on it with your own code? And can you test strategies live on there as well, without using a live account (basically a paper account with your code on it)? Or do you need a funded account to gain access?
 
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Edo said:
Hi folks:
I have an algorithm that is a little more complicated than average so cannot use standard Windows trading clients that have simple GUIs for Algorithms... so have been coding to the TT-API in .Net for over a year. I am ready to prime-time but am finding the Trading Technologies' TT-API lacking in some areas, especially in their testing environment.

All I need to do is get a price-feed, and have the ability to place simple orders, Market / Limit / Stop. No spreads etc. Mostly futures.

I am more than willing to port my code if the target platform is rock-solid.

I heard Gain Capital has an API. Does anyone have any recommendations?

Any pointers would be much appreciated.

Thanks
-Ed
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Use the test contract provided by CME.
 
Gasparov said:
I also want to begin coding my own systems, but of course just to practice with for now. I don't know C# or R..can someone offer me some guidance for the early steps? I already know my strategies and have a source of 1 minute futures data, but I just don't know how to start. I don't want to make my own software if it's not necessary either, but I'm willing to if it is. I know some pieces of non-free software exist for this, but I would rather save the money for now as I practice more, and the free ones I have tried out to chart the data I already have, were either not working or not good enough IMO.

I do know Java, and was considering coding some basic algorithms in a simple java program, comparing trade execution and results to the ThinkorSwim onDemand charts, but that's obviously not as good as having the historical data charted directly from the software. Any help is appreciated.
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Have you tried Quantopian? Otherwise, I suggest playing around with beginner's tutorials for several different languages and see which one jives with you. Include a functional language in there (maybe F#) just for complete coverage.
 
sprstpd said:
Have you tried Quantopian? Otherwise, I suggest playing around with beginner's tutorials for several different languages and see which one jives with you. Include a functional language in there (maybe F#) just for complete coverage.
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That site looks interesting, I will check it out. Thanks!
 
Gasparov said:
I do know some basic C++ (though I don't like it much ;)), and I will check Ninja Trader out again (barely used it in the past). Do they allow you to load historical data and do anything you want to it directly on it with your own code? And can you test strategies live on there as well, without using a live account (basically a paper account with your code on it)? Or do you need a funded account to gain access?
More...

Yes to all questions. Ninja is fantastic. I have all my strategies coded in it. One of the main advantages to me is that Ninja is broker neutral. Just develop once, and then connect to any broker (well the list is a bit smaller than it used to be).

Ninja is free until you needs to trade live, you can paper trade all you want. Plus, Ninja has a very powerful replay tool for testing strategies "live".(with X speed to save you time). Their strategy managed approach takes lots of headaches away when you get partial fills on decent size. Many other benefits.
 
RedDuke said:
Yes to all questions. Ninja is fantastic. I have all my strategies coded in it. One of the main advantages to me is that Ninja is broker neutral. Just develop once, and then connect to any broker (well the list is a bit smaller than it used to be).

Ninja is free until you needs to trade live, you can paper trade all you want. Plus, Ninja has a very powerful replay tool for testing strategies "live".(with X speed to save you time). Their strategy managed approach takes lots of headaches away when you get partial fills on decent size. Many other benefits.
More...
Thanks! I did not know they offered all that, wow
 
Quick note: Trading Technologies has been very responsive and is apparently now supporting a sim environment with a live market feed. They have gone above-and-beyond (in my opinion) in trying to resolve this issue. I may post again once I confirm it's working :)
 
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