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Algo API for Algorithmic Trading Strategy


#1

I am currently in the midst of, over halfway through, developing a new algorithmic trading strategy, and these are the features I am looking for in the API. • Seeing when bids and offers appear at a price where there were none before, (called insertion). • Seeing when the quantity of contracts already being bid or offered at a certain price changes from one non-zero quantity to another non-zero quantity, (called an update). • Seeing when the quantity of contracts already being bid or offered at a certain price changes from one non-zero quantity to zero (all limit orders at that price were cancelled and/or filled such that now there are zero orders at that price), (called a removal).

Since I am not determined whether I will trade futures and/or stock, an API for both or one underlying instrument could be recommended. Thank you.


#2

I have looked into the variables that Rithmic API provides and it seems that it does contain all the right variables. ou c
You may contact us so we can arrange a Rithmic API: http://optimusfutures.com/contact_us.html
However, we are not licensed in sticks, therefore you can only test the futures side.
Thank you,
Matt