I have open sourced a Java trading library which I have been using to develop automated trading applications for many years. The SumZero Trading API provides the ability to develop trading applications for the equity, futures, and currency markets, by utilizing the following sub APIs
- Market Data API – Request real time Level 1 (NBBO) and Level 2 (Market Depth) market data
- Broker API – Submit, execute, and monitor orders
- Historical Data API – Request intraday and end-of-day historical market data.
- Strategy API – Develop trading strategies to automatically place buy/sell orders based on user defined algorithms.
The libraries are licensed under the MIT open source license and source code is available at:
In future posts I will show how easy it is to connect to Interactive Brokers to request real-time market data and place a trade using the API.