Real life trading API


Do you know an API that lets you trade with real life stock or currency?

If so, please describe your experience:

  • ease of development
  • commissions
  • sandbox environment?
  • etc.

Best Solution

AFAIK, TradeStation is the most famous of the lot. Most other trading softwares provide APIs (NinjaTrader, MetaStock etc). FWIW, there are even competitions of automated trading systems -- see this.

Also, this is something that the exchange has to support and your broker has to allow. Most exchanges I know of, do not allow automated trading without prior permission.

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