We're excited to announce that we've shipped a complete integration with TradeStation, now out of beta! TradeStation is a US-based multi-asset brokerage founded in 1984 with a multi-decade legacy of excellence and client service. Their new API is a modern, REST, and websocket-based service with OAuth authentication. It is secure and long-lived, not requiring weekly restarts.
For QuantConnect clients, TradeStation is offering up to $5,000 cash reward when you transfer funds into your TradeStation account (for terms and details see the promotion). Enter promo code QUANAGKN when creating your TradeStation account to qualify for this offer.
The integration supports four asset classes: US Equities, Equity Options, Index Options, and Futures. In total, eight order types are supported: Market, Limit, Stop Market, Stop Limit, Market on Open, Market on Close, Combo Market, and Combo Limit. Both simulated, and live trading account types are supported. See our documentation more information.
The QuantConnect Cloud, Local Platforms, and LEAN CLI are all integrated, enabling you to easily trade in our fully managed cloud, or self-host the integration on your own servers. Configuring your strategies to use the TradeStation fee and brokerage models is easily done with the code below:
# TradeStation Cash and Margin Account Models
self.set_brokerage_model(BrokerageName.TRADESTATION, AccountType.CASH)
self.set_brokerage_model(BrokerageName.TRADESTATION, AccountType.MARGIN)
This integration was sponsored by TradeStation, enabling the QuantConnect team to open-source the plugin and commit to its maintenance for the next two years. As new order types and asset classes are added, QuantConnect will be able to expand the plugin's support. We’re grateful for the commercial partnerships like this that help drive the open-source community forward!
Let us know your thoughts in the comments,
Happy Trading!
AlphaMatrix Capital
Congratulations on the successful launch of the TradeStation integration! This is a great step forward, especially with the support for multiple asset classes. Looking forward to seeing how the integration evolves with new features and enhancements!
Jared Broad
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