I'm a retail algorithmic trader. I've written some algorithms that parse intraday movements and make decisions. I still execute trades manually but eventually I need the ability to execute trades on the fly.

I need a platform where I can implement these algos in C#, F#, Java or Python against live data feeds to flag the situations.

Obviously, TD Ameritrade has Thinkscript but it's not really what I need. I need to be able to use regular programming languages against live data.

Any ideas?

  • $\begingroup$ We are building a co-located datacenter platform that submits trades via Ameritrade accounts. If you want to collaborate, shoot me an email to post at armada hyphen hft.com. $\endgroup$ – Tony Jul 28 '16 at 9:39

I'm assuming that by "retail trader", you mean that the limitations are: (1) broker with low account minimum balance requirement, and (2) software with low to zero license fees.

In that case, you could use the following:

  1. IB: Interactive Brokers API. Native support for Java, C# .NET and C++.
  2. Lightspeed: Lightspeed Trader API. Native support for C++.
  3. Broker-neutral: Rithmic R | API. Native support for C++ and C# .NET.
  4. Broker-neutral: TT X_TRADER Pro API/FIX Adapter. Native support for C# .NET.
  5. NinjaTrader Brokerage: NinjaTrader. Native support for C# .NET.
  6. Broker-neutral: CQG. Native support for managed C++ and C# .NET.

All of the above expose a higher-level interface to live market data and order execution.

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