Brokerages
TradeStation
Introduction
The Lean CLI supports live trading on your local machine or in QuantConnect Cloud, which makes the transfer from backtesting to live trading as seamless as possible. You must log in using your QuantConnect account to deply your algorithm on your local machine or in QuantConnect Cloud. This page contains instructions on how to start live trading with the TradeStation brokerage. If the Lean Configuration file in your organization workspace contains values for some of the command options, the CLI skips some of the prompts.
To view the implementation of the TradeStation brokerage integration, see the Lean.Brokerages.TradeStation repository.
Deploy Local Algorithms
Follow these steps to start local live trading with the TradeStation brokerage:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean live deploy "<projectName>"
to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 15.$ lean live deploy "My Project" Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) OANDA 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) TD Ameritrade 14) Bybit 15) TradeStation 16) Alpaca Enter an option: 15
- LEAN CLI opens your browser for authorization. Login to TradeStation.
$ lean live "My Project" Please open the following URL in your browser to authorize the LEAN CLI. https://www.quantconnect.com/api/v2/live/auth0/authorize?brokerage=tradestation Will sleep 5 seconds and retry fetching authorization...
- Enter the environment to use.
$ lean live "My Project" Live or Paper environment? (live, paper): live
- Enter the account type to use.
$ lean live "My Project" Trade Station account type (Cash, Margin, Futures, DVP): Margin
- Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.
$ lean live deploy "My Project" Select a live data provider: 1) Interactive Brokers 2) Tradier 3) Oanda 4) Bitfinex 5) Coinbase Advanced Trade 6) Binance 7) Zerodha 8) Samco 9) Terminal Link 10) Trading Technologies 11) Kraken 12) TDAmeritrade 13) IQFeed 14) Polygon 15) IEX 16) CoinApi 17) ThetaData 18) Custom data only 19) Bybit 20) TradeStation 21) Alpaca To enter multiple options, separate them with comma:
- LEAN CLI opens your browser for authorization. Login to TradeStation if necessary.
$ lean live "My Project" Please open the following URL in your browser to authorize the LEAN CLI. https://www.quantconnect.com/api/v2/live/auth0/authorize?brokerage=tradestation Will sleep 5 seconds and retry fetching authorization...
-
View the result in the <projectName> / live / <timestamp> directory.
Results are stored in real-time in JSON format.
You can save results to a different directory by providing the
--output <path>
option in step 2.
If you select one of the following data providers, see the respective page for more instructions:
If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value>
option in step 2.
The value of this option must be the name of an environment which has live-mode
set to true
.
Deploy Cloud Algorithms
Follow these steps to start live trading a project in the cloud with the TradeStation brokerage and the TradeStation data provider:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud live deploy "<projectName>" --push --open
to push . / <projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts. - Enter 15 to select the TradeStation brokerage.
- In the browser window that automatically opens, log in to your TradeStation account.
$ lean cloud live "My Project" --push --open Please open the following URL in your browser to authorize the LEAN CLI. https://www.quantconnect.com/api/v2/live/auth0/authorize?brokerage=tradestation Will sleep 5 seconds and retry fetching authorization...
- Enter the environment to use.
$ lean cloud live "My Project" --push --open Live or Paper environment? (live, paper): live
- Enter the account type to use.
$ lean cloud live "My Project" --push --open Trade Station account type (Cash, Margin, Futures, DVP): Margin
- Configure your notification settings.
- Enable or disable automatic algorithm restarting.
- Set your initial cash balance.
- Set your initial portfolio holdings.
- Select the live node that you want to use.
- Enter 18 to select the TradeStation data provider.
- In the browser window that automatically opens, log in to your TradeStation account.
$ lean cloud live "My Project" --push --open Please open the following URL in your browser to authorize the LEAN CLI. https://www.quantconnect.com/api/v2/live/auth0/authorize?brokerage=tradestation Will sleep 5 seconds and retry fetching authorization...
- Verify the configured settings and confirm them to start the live deployment in the cloud.
- Inspect the result in the browser, which opens automatically after the deployment starts.
$ lean cloud live deploy "My Project" --push --open [1/1] Pushing 'My Project' Successfully updated cloud file 'My Project/main.py' Started compiling project 'My Project' Successfully compiled project 'My Project'
$ lean cloud live deploy "My Project" --push --open Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) Oanda 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) TD Ameritrade 14) Bybit 15) TradeStation 16) Alpaca Enter an option: 15
You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.
$ lean cloud live deploy "My Project" --push --open Do you want to send notifications on order events? [y/N]: y Do you want to send notifications on insights? [y/N]: y Email notifications: None Webhook notifications: None SMS notifications: None Select a notification method: 1) Email 2) Webhook 3) SMS 4) Telegram Enter an option: 1 Email address: john.doe@example.com Subject: Algorithm notification Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Do you want to add another notification method? [y/N]: n
This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.
$ lean cloud live deploy "My Project" --push --open Do you want to enable automatic algorithm restarting? [Y/n]: y
$ lean cloud live deploy "My Project" --push --open Previous cash balance: [{'currency': 'USD', 'amount': 100000.0}] Do you want to set a different initial cash balance? [y/N]: y Setting initial cash balance... Currency: USD Amount: 95800 Cash balance: [{'currency': 'USD', 'amount': 95800.0}] Do you want to add more currency? [y/N]: n
$ lean cloud live deploy "My Project" --push --open Do you want to set the initial portfolio holdings? [y/N]: y Do you want to use the last portfolio holdings? [] [y/N]: n Setting custom initial portfolio holdings... Symbol: GOOG Symbol ID: GOOCV VP83T1ZUHROL Quantity: 10 Average Price: 50 Portfolio Holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}] Do you want to add more holdings? [y/N]: n
If you only have one idle live trading node, it is selected automatically and this step is skipped.
$ lean cloud live deploy "My Project" --push --open Select a node: 1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram 2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram Enter an option: 1
$ lean live "My Project" Select a live data feed: 1) QuantConnect 2) Interactive Brokers 3) Tradier 4) Oanda 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) TDAmeritrade 14) Polygon 15) IEX 16) CoinApi 17) Bybit 18) TradeStation 19) Alpaca To enter multiple options, separate them with comma: 18
$ lean cloud live deploy "My Project" --push --open Brokerage: TradeStation Project id: 1234567 Environment: Live Server name: L-MICRO node 89c90172 Server type: L-MICRO Live Data providers: TradeStation LEAN version: 11157 Order event notifications: Yes Insight notifications: Yes Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Initial live cash balance: [{'currency': 'USD', 'amount': 95800.0}] Initial live portfolio holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}] Automatic algorithm restarting: Yes Are you sure you want to start live trading for project 'My Project'? [y/N]: y
Follow these steps to see the live status of a project:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud status "<projectName>"
to show the status of the cloud project named "<projectName>".
$ lean cloud status "My Project" Project id: 1234567 Project name: My Project Project url: https://www.quantconnect.com/project/1234567 Live status: Running Live id: L-1234567a8901d234e5e678ddd9b0123c Live url: https://www.quantconnect.com/project/1234567/live Brokerage: TradeStation Launched: 2021-06-09 15:10:12 UTC
Data Provider
For more information about the TradeStation data provider, see TradeStation.