Is the Interactive Brokers API suitable for hft?
Is the Interactive Brokers API suitable for hft?
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user40 · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: user40
Original post: https://quant.stackexchange.com/questions/325
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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By HFT here I mean anything with holding period less than 5 to 10 minutes.
Any empirical/anecdotal evidence of using it successfully on even higher frequencies?
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user19102 · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: user19102
Original post: https://quant.stackexchange.com/a/22860
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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Interactive Brokers does not offer execution or even a market data feed with speeds required for HFT. With HFT trading systems now competing for micro-seconds, as opposed to milliseconds 4-5 years ago - a typical retail trader connecting over the Internet is out of league, even with dedicated lines just the network round-trip time will render any HFT attempt impossible.
That having said - Interactive Brokers provides one of the best platforms for automated trading available to retail traders and small financial advisor firms.
For example there are third party tools such as this Excel spreadsheet that I started using recently, that make automated trading easy with just basic knowledge of Excel, without any special programming skills:
http://www.tradinggeeks.net/downloads/interactive-brokers-excel-trader/
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: user19102 Source score (net votes, not local likes): 1 Original post: https://quant.stackexchange.com/a/22860 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Interactive Brokers does not offer execution or even a market data feed with speeds required for HFT. With HFT trading systems now competing for micro-seconds, as opposed to milliseconds 4-5 years ago - a typical retail trader connecting over the Internet is out of league, even with dedicated lines just the network round-trip time will render any HFT attempt impossible. That having said - Interactive Brokers provides one of the best platforms for automated trading available to retail traders and small financial advisor firms. For example there are third party tools such as this Excel spreadsheet that I started using recently, that make automated trading easy with just basic knowledge of Excel, without any special programming skills: http://www.tradinggeeks.net/downloads/interactive-brokers-excel-trader/
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