Which brokers offer Python integration/API? Which brokers offer R integration?
I'm starting on trading, and I want to learn about algorithm trading. So I would like to know what brokers offers these languages apis.
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2 Answers
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You're confusing the language that you will use for your analysis with the language you will use to execute your results.
The modern approach for APIs (for all industries/apps) is to use and HTTP based REST API that is exposed to the outside world, most likely with something like JSON. This approach works because it can be used by a large variety of languages.
So, on the developer/analyst end you can use a variety of languages to handle your REST communications however you choose. How you make your analysis and generate results is of no consequence to the API provider (in this case, the broker). So you could do something like generate results with R and then transmit them with python. Generate all results with python and also transmit them with python. Really, you can do whatever you want on your end as long as you follow the REST specifications given to you by the broker.
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Apparently Interactive Brokers (IB) now supports a native Python API.
Previously, I recall there at least two 3rd party APIs to IB:
- IbPy (https://github.com/blampe/IbPy)
- iBridgePy (http://www.ibridgepy.com/)
