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14

Look at Genesis Trading. Most of the sales guys there are kinda like used car salesmen but they will work with you. Starting up with 50K should not be a problem for them. The offer full depth of book feeds if you are colocated with them. They do offer DMA and you can specify all routing instructions for your orders rather than getting stuck on IBs router. ...


13

Interactive Brokers does have a .NET API, albeit a free (as in speach) one written by Karl Schulze, not IB themselves. http://www.dinosaurtech.com/utilities/ It's written in C# (and IMHO well written). I've examined both it and the Java API and find the .NET version more to my liking. That's probably just because I'm more familiar with .NET than I am ...


6

The shops I've worked for have had access to multiple brokers, but not for redundancy as your question implies. It's often because no one broker can handle every task. For example, I might need a floor broker, a dark-pool broker, an algo broker, and a separate prime broker. Each agency handles a different requirement. Even if one broker could handle all of ...


6

My research so far: OptionsXPress - with commissions of about USD 1.25/contract. USD 1K minimum account opening. Interactive Brokers (IB) - with commissions of about USD 0.70-1.00/contract. USD 10K minimum account opening. TradeStation - with commissions of about USD 1/contract. One point to note is that TradeStation's EasyLanguage platform is NOT a true ...


6

JunoTrade claims to have a streaming .NET API -- http://www.junotrade.com/index.php/junotradeapi Pinncle Trading - http://www.pcmtrading.com/technology/api.html (supports C# according to the last item). TD Ameritrade @ codeplex (unoffical)


5

TD Ameritrade has a streaming API available at their TD AMERITRADE API Support Portal. It is implemented as a web service so you can choose whatever language you'd like. They have examples in many languages, including .NET. My first exploration into automating my trading through TD Ameritrade has been using Java on Windows but I'm switching to C++ on Unix -- ...


4

Here's a discussion/conclusion about the Flash Crash: http://www.nanex.net/FlashCrashFinal/FlashCrashAnalysis_Theory.html Quoting the above link: "....A sale (or purchase) of 2,000+ contracts which rips through one-side of the depth of book in 50-100 milliseconds, will immediately overload many systems....." My point is, HFT currently takes place in ...


4

Check out Advantage futures and the algoadvantage service they offer. You'll need to colocate a server with them and either purchase exchange connectivity software or certify your own app (this is only for derivatives trading..) Also check out mbtrading. No java api but they offer a FIX interface so you can use quickfix. If you trade enough you can get a ...


4

LMAX Exchange has a nicely written .NET API which is free and can be used to in demo environment. However, note that LMAX is mostly a FX platform with few CFDs on equities and commodities.


3

TradeStation offers python support via their WebAPI. Check it out here: http://tradestation.github.io/webapi-docs/


3

Can't speak to the cash equity space, but at futures shops I think it is common to have the phone number of a give-up broker in case the power goes out or something, but it is uncommon to ever use them.


2

For retail solution IB is pretty good. There are some discussions about many broker in Elite Trader. Lime brokerage (ex Tower Res. Cap., now associated with wedbush) seam to be putting together a good offering. They have C++ API product called Cactus and also has Apama and OneTick. They have their own co-located servers and have fast routing also.


2

Check out MB Trading. Their API is quite good and their support is excellent. http://mbtrading.com/developers.aspx


2

I would suggested you have a look @ Interactive Brokers, they seem to have a very decent API and reasonable fee structure. http://www.interactivebrokers.com/en/p.php?f=programInterface


2

I know of no broker that provides an official, supported Python API. If you are at Interactive Brokers you can consider using their FIX gateway, but that comes with additional cost. QuickFix provides a Python API.


1

Check out Quantopian. It's all in Python. You can backtest and paper trade your algo for free. We do live trading by hooking your algorithm to your Interactive Brokers account.


1

TradeStation does options, not necessarily through IB. http://www.tradestation.com/



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