S#.API is a free library both for beginners and for experts in algorithmic trading.

S#.API has been designed for C# programmers who use Visual Studio. S#.API lets you create any trading strategy, from long-timeframe positional strategies to high frequency strategies (HFT) with direct access to the exchange (DMA).

Many types of connections: FIX/FAST, LMAX, Rithmic, Fusion/Blackwood, Interactive Brokers, OpenECry, Sterling, BarChart, IQFeed, E*Trade, BTCE, BitStamp, ITCH.

All our products are based on S#.API. Using it, we created such solutions as S#.Studio and S#.Data. Our integration tools S#.WealthLab and S#.MatLab are based on S#.API, too.

S# architecture

Advantages of using S#.API:

  • Cross platform solution — If your robot doesn’t depend on any particular broker’s or exchange’s API, you can use any connection. For example, you can easily switch from Interactive Broker to E*TRADE, or from Forex to a stock exchange.
  • Support for all markets — You can trade on NASDAQ, NYSE, or CME, having full support for spot market, futures, and options.
  • Versatility — When developing S#.API, we focused on the needs of individual algo traders, small teams, investment companies, and banks.
  • High performance — You can backtest hundreds of strategies based on different instruments.
  • Low Latency — Processing an order takes just a few microseconds.
  • Direct connection — Trade is conducted via a direct connection to the exchange. Moreover, you can use the FIX protocol.
  • Realistic testing — We provide the most accurate testing for ticks and order books, as well as determine the actual slip.
  • Popular development tools — You can use Visual Studio to create your own applications in C#.

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2 Answers
Victor Montanez

Date: 7/4/2017

How can I run the platform for learning purposing from within Visual Studio?
Also, is there any other way to do it?


Mikhail Sukhov

Articles author Programmer Trader
Date: 7/5/2017

You can create stand alone app like regular C# apps.

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