exchange trade. StockSharp

Interactive Brokers API-what you need to know.

2019-11-07T12:22:52Z

For any trader who wants to play big, there comes a time when he needs to enter the international trading markets and, in particular, one of the largest markets – the US market. The abundance of brokers providing their services to the trader is not always beneficial, as various offers and conditions often put the trader at a standstill.
Let's look at the largest by the number of transactions per trading day company Interactive Brokers. Today, we can safely say that this company is the most technologically advanced company in the States in its field providing users with various types of connection to work through Interactive Brokers API.
It is very important that the broker works not only with US citizens, but also foreigners and tries to fully provide all technical support to foreign users.
A little history about Interactive Brokers. This broker has been working in the US market since the late 70s. For all the time of its work, the broker has established itself as a reliable, advanced in information technology partner. An important fact is that the broker is the only one in its field in the US market has its own clearing company. From 2010 to 2017, according to experts, Barron's Interactive Brokers was awarded the title of leader among online brokers. The broker is among the top ten, according to the resource www.stockbrokers.com, among online brokers. To date, the equity of the broker amounted to more than $6 billion, the market value ranges from $16 billion.

One of the important aspects to get started is opening an account with a broker. What are the positive aspects of broker account registration at Interactive Brokers:
- Registration takes place online, in which you fill out the necessary forms to open;
- Copies of documents for opening a brokerage account must be provided in electronic form.
After a few days, after the verification your account will be activated. Do not rush to transfer money before the end of the test, as you will not be able to use them until the documents are checked.

After it became available for the management of a brokerage account in the personal Cabinet you need to create a request for replenishment of funds.
Different currencies can be used to replenish the account, which simplifies the task for users.
Let's look at what types of platforms Interactive Brokers offers for trading:
- Mobile version of the platform, which enables online trading through mobile gadgets with iOS and Android operating systems;
- Desktop version of the platform Trader Workstation (TWS), which is a full-fledged terminal for work

- WEB application - WebTrader, built on HTML, allowing online use of trading functions and tools.
The Interactive Brokers API requires special attention. With all the positive reviews about Interactive Brokers, there is a very important point. The broker provides open source code to create its own application based on its API.
Many users who first open Trader Workstation, the desktop version of the terminal, are confused. The abundance of seemingly different related information on the screen leads to confusion. Quite a long time design, makes use of the terminal is very inconvenient and causing a large number of questions.
In order to correct the situation, the broker provided access to the Interactive Brokers API libraries, so that each user would have the opportunity to create their own terminal.

Applications that are created using Interactive Brokers API have full functionality, have access to the user's open accounts, access to market data and trading charts.
A wide range of programming languages is limited only by the choice of operating system for some of them:

Having the ability to create their own application, the user creates a convenient environment for work. For the convenience of creating your application, we recommend using our S#.API.
This program allows you to use libraries to create the necessary software product for the trader – terminal, using the C#. The library's own API, allows you to expand the capabilities of the created terminal. The integrated ability to connect through the necessary Protocol, such as FIX Protocol, through our connectors, allows you to simplify the user's work, thereby reducing the time for the development and adaptation of the application to work on the trading floor.

FAQ on Aalgorithmic trading. The history of algorithmic trading.

2020-01-27T15:09:19Z

The start and emergence of algorithmic trading can be considered the 98th year of the last century, when the us securities Commission (abbreviated SEC), decided on the possibility of using electronic trading platforms, and as a result, the use of trading robots for algorithmic trading.

All this gave rise to a leap in technology in the field of trade.
There are several periods that are particularly important:
- the beginning of the 2000s, this period of technology allowed you to make automatic transactions in a few seconds, despite the low speed it was a breakthrough, according to the SEC calculation, robots account for less than 8% of transactions.
- the end of the 2000s was characterized by an increase in the speed of transactions up to milliseconds, during this period the number of transactions made by trading robots exceeded 55-60%.
- late period since 2010, the number of use of trading robots has decreased, and amounted to about 45-50%. Experts attribute the decline in usage to an increased number of errors and failures of trading robots.
Today, algorithmic trading (HFT trading) is one of the most important components of exchange trading. Not only private traders, but also large companies-invest. banks and funds use trading robots in their work.

The annual investment of companies in the development of tools for algorithmic trading is growing, and the result of such developments brings its own income.
StockSharp has been providing traders with all the necessary tools for algorithmic trading for many years, starting with connectors for exchange trading and ending with software that allows them to work on all trading platforms around the world.
You can find more information about the list on our website.

FAQ on Algorithmic trading. What is Algorithmic trading?

2019-12-24T15:37:52Z

The concept of algorithmic trading there are two values:
- Algotrading -an automatic system that allows you to open trades within the created algorithm, without the participation of a trader;
- Algorithmic trading – a method of execution of a large order, in which the order is automatically divided into parts, and is submitted consistently according to the established rules.

In the first case, algorithms are needed to make a profit, using automatic market analysis and opening positions. Such algorithms have other names such as "trading robot" or "Advisor".
In the second case, the algorithm is used in order to simplify the work of the trader in manual trading when making transactions in large volumes.
StockSharp company pursuing its goal to facilitate the work of the trader and bring it to a higher and more profitable level, has developed several programs to help the trader in this.
Among these programs is S#.Designer.

It allows you to create trading robots for algorithmic trading.
Our company has created a program that will help the novice trader to create his strategy with the help of dice. In fact, it is a constructor that requires a trader only to understand the market and the developed strategy, which is quite simple to implement and implement in trading processes. More information about the program can be found on our website.

Interactive Brokers FAQ. INTERACTIVE BROKERS-who are they?

2019-12-11T15:35:11Z

Interactive Brokers is the largest broker in the United States, based on the volume of average daily transactions with profit. Interactive Brokers is a leading electronic Forex broker.

Electronic brokers are focused on trading strategies or trading robots that work in the sector of trading with commodities [nerd], this allows us to say that this broker is among the five Prime brokers.
Interactive Brokers is fully regulated by the financial industry Regulatory authority, the securities and exchange Commission, the new York stock exchange, the financial conduct Authority, and other self-regulatory organizations.
To get the data, use the API connection via the IB TWS terminal.

To work with this program, StockSharp has created its own API library, which allows you to create your own connection.
What can this give the trader? There are several advantages:
-The fastest quotes
-The average receiving speed is 4 MS
- Work with real and demo accounts
Accordingly, the use of Interactive Brokers with the help of API libraries opens up new opportunities for the trader, allowing him to expand the expansion of his trading operations.

FAQ on Crypto trading. Сrypto trading what is it?

2019-12-02T16:13:58Z

Good afternoon.
Today we will consider a relatively young type of trade - Сrypto trading. What is the difference between cryptocurrency token trading and traditional trading? Traditional trading is, for example, trading in precious metals, currencies and stocks. The main difference between crypto trading and trading on the stock market is the high volatility of the exchange rate.[nerd]
Traders want to get a return of thousands of percent of the transaction, but in the stock market, such transactions are extremely rare, and the time of its occurrence is large enough, they buy shares of little-known companies in the hope of increasing capitalization, which is sometimes not feasible. Below is a graph of the change in the exchange rate of various exchange instruments for several years, which shows how much the exchange rate of cryptocurrency is changing, which allows you to earn more.

In Crypto trading, fast trades with high returns are quite common. Crypto trading has the greatest similarity with Forex trading. Here, too, the value of currencies is volatile, and stock speculators earn by selling more expensive cryptocurrency and buying cheaper.
Different strategies and opportunities can be used to work in the cryptocurrency market. The Designer program, for example, offers a trading solution by building its profitable strategy.

Anyone, even a novice trader, can build his robot with the help of cubes responsible for the trading algorithm. Built-in capabilities for debugging strategies on different markets, with the ability to trade on several platforms at once, make it an indispensable tool. More information about all the products of our company can be found on our website.

FAQ on FIX Protocol. Limit orders FOK and IOC (FAK).

2019-11-15T18:04:12Z

Earlier, we said that the FIX Protocol not only increased the speed of traders in the market, but also provided an opportunity for market participants to use limit orders, which reduced the risks of trading. Let's take a closer look at two types of limit orders.
Let's start with the FOK order.
Literally, its name stands for - 'Fill Or Kill'. The essence of this order is that it is executed immediately and in full at the stated price, or will not be executed at all, which eliminates the possibility of slippage. Thus, if your order cannot be executed in full, then the order is simply rejected, if the order can be executed in full, then the order is executed in full at the specified price. [nerd] This type of order is very convenient for scalping or arbitrage strategies, as they eliminate the risk of slippage. In fact, we can say that the "Edward – Scissorhands" arbitrage strategy from StockSharp eliminates risks. Below is an example of the rejection of the FOK order in the CME system, due to the fact that the order size is 20, and the book contains only 19, so the order can not be executed completely, and the system cancels it.

The next type of limit orders are IOC orders.
The name 'Immediate OR Cancel' means that the order is executed in whole or in part at the set price, otherwise the order will be canceled. For example, if the order size is 100 units, only 50 units can be sold at the set price. If we use an order of type FOK, the system will cancel it, as it can not be fully executed. When using the IOC limit order, the order will be executed for 50 units, and the remaining ones will be canceled. IOC also has another name FAK, which stands for 'Fill And Kill', executed and discarded the remainder.[nerd]
For example, an IOC order will be partially executed (in the CME system, its name is FAK). If we buy 15, and the book contains only 10, then we buy 10, and the remaining 5 are rejected, so this order can be called partially executable:

Limit orders when working through the FIX Protocol allow the trader to reduce risks, and in some cases, especially when working with arbitrage strategies to reduce them to zero. Our company provides a range of programs to work in the market through FIX connect, such as: designer trading strategies Designer, trading program Terminal. We also provide a full range of connectors for connection to trades, including FIX. Flexible system of discounts and reliability of connection, makes us one of leaders in the market. The full range of connectors and software can be found on our website.