In this chapter, we will discuss the available APIs for automating your trading strategies. The structure of commercially available APIs varies widely with each requiring a specific set of skills and software considerations. We will survey the most popular and accessible APIs to help traders determine the optimal system to pursue or how to best integrate with an existing brokerage. See Chapter 2, Networking Part I, for a general introduction to APIs.
Most brokerages will restrict access to API documentation to developers they have vetted and approved. These brokerages will restrict the developer’s ability ...
