Independent automating trading in Canada.
- Thread starter nimrod01
- Start date
Brokers have APIs. IB has one... but you might consider running your strategy standalone before spending 100s of hours testing it in IB....
Other brokers have APIs in Canada too, but they want like $1000s of month just for the data plan and commission schedule that goes with it. I.E they won't give you access without 100s of thousands (perhaps millions?) to trade with..
Other brokers have APIs in Canada too, but they want like $1000s of month just for the data plan and commission schedule that goes with it. I.E they won't give you access without 100s of thousands (perhaps millions?) to trade with..
I talked to TMX recently about participating data directly. And it is really very cheap just to go direct from the TMX Datalinx.
http://www.tmx.com/en/data/product_sheets/
TMX is making a big push to solicit high frequency trading systems into their product offerings. So why not just go direct? They offer a discount for subscribers residing in Canada.
In terms of brokerage (or become a TMX member), the requirements are fairly low too, as compared to US exchanges or even LIFFE and Eurex.
Just FYI. Since you are a professional techologist, might as well write to the source, instead of going through some intermediary, right?
http://www.tmx.com/en/data/product_sheets/
TMX is making a big push to solicit high frequency trading systems into their product offerings. So why not just go direct? They offer a discount for subscribers residing in Canada.
In terms of brokerage (or become a TMX member), the requirements are fairly low too, as compared to US exchanges or even LIFFE and Eurex.
Just FYI. Since you are a professional techologist, might as well write to the source, instead of going through some intermediary, right?
Thanks for the link Rufus.
But I'm not sure if I can get a feed from them as an end-user. They list pricing for subscribers which looks reasonable but say I have to go through a distributor, none of which seem to provide a raw feed.
On a side note, I get streaming L1 quotes from Questrade which is just a Java applet from Quotemedia/Quotestream. So I ran this though a decrypting proxy and was disappointed with what they call real time. Basically their real time display is the app running on your computer polling them every second or so rather than them pushing you updates. Doesn't make sense to me why it was developed that way, but probably not suitable for any automated trading.
But I'm not sure if I can get a feed from them as an end-user. They list pricing for subscribers which looks reasonable but say I have to go through a distributor, none of which seem to provide a raw feed.
On a side note, I get streaming L1 quotes from Questrade which is just a Java applet from Quotemedia/Quotestream. So I ran this though a decrypting proxy and was disappointed with what they call real time. Basically their real time display is the app running on your computer polling them every second or so rather than them pushing you updates. Doesn't make sense to me why it was developed that way, but probably not suitable for any automated trading.