Live Trading

Overview

Introduction

QuantConnect has supported live trading since 2015. We have battle-tested, colocated servers which serve thousands of live trading clients.Algorithms demand fierce stability and uptime, and now it is common for our users to achieve 6-months uptime with no interruptions. We have new, modern servers and racked them in Equinix to give the QuantConnect community the best possible stability.

Generally speaking QuantConnect strives to provide a consistent environment between backtesting and live trading with as few differences as possible. In most situations you will not notice any difference. In the following sections we'll introduce a few features and helpers for your live trading strategies.

To distinguish between backtesting and live you can use the LiveMode boolean property.

if (LiveMode) {
      Debug("Trading Live!");
}
if self.LiveMode:
      self.Debug("Trading Live!")

Supported Brokerages

Algorithms designed in QuantConnect can be seamlessly live traded on your brokerage accounts. We send the algorithm signals to your brokerage and track the algorithm state. Algorithms can be deployed immediately at any time of the day or night. A subscription is required for live trading however many brokerages sponsor live trading for their clients.

Brokerage Description
FXCM
FOREX, CFD
FXCM is a direct market access (DMA) broker offering low spreads and brokerage fees as low as £0.07 per side for popular currencies. FXCM trading is available to usersworld-wide and accounts can be opened with as 50 GBP. Live trading is free for FXCM clients.
Interactive Brokers
Equity, FOREX, Futures, Options
Interactive Brokers (IB) is a low cost provider of trade execution and clearing services for individuals, advisors, prop trading groups, brokers and hedge funds. IB's premier technology provides direct access to stocks, options, futures, forex, bonds and funds on over 100 markets worldwide from a single IB Universal account. Member NYSE, FINRA, SIPC. Subscription required for live trading.
OANDA
FOREX, CFD
Through our integration with OANDA Brokerage we can offer FOREX or CFD trading to users world-wide. Accounts can be opened with as little as $1 USD.Live trading is free for OANDA clients.
GDAX
Crypto
GDAX is the largest US based cryptocurrency exchange. Owned by Coinbase, users can easily purchase cryptocurrency through coinbase and transfer it to their GDAX account. Our GDAX integration allows users to trade BTC, LTC and ETH cryptocurrency pairs.
Paper Trading
Equity, FOREX, CFD
See how your algorithm would have performed with our paper trading feature. We use real live-data feeds but a virtual brokerage to execute your trades. Each project is allocated $100,000 virtual currency to track how you've performed.

Live Trading Highlights.

Ram Allocations

Live trading servers come in sizes 512Mb, 1GB and 2GB, these handle 99.9% of user requirements. Often users use 8-32GB of RAM in backtesting, and are concerned their live algorithms will not work. This is because in backtesting the data is being piped into your algorithm at roughly 100,000x speed. Many data objects are cached to achieve these speeds so you use much more RAM in backtesting.

.

Running Multiple Algorithms

QuantConnect supports running multiple algorithms at the same time on different brokerage accounts. When you deploy your second algorithm you can simply select another server and deploy your second algorithm.

Interactive Brokers can easily create new subaccounts and logins. If you'd like to break up your account into multiple smaller accounts contact Interactive Brokers.

Deploying two algorithms to the same brokerage account is slightly more difficult. Imagine you had two algorithms fighting to set the target portfolio; one trying to buy shares in Apple, and the other trying to sell them. Because of this, we don't allow deploying two projects to the same brokerage account. Instead, you can deploy two algorithms in one project via the Algorithm Framework.

With the QCAlgorithmFramework you can actually set two Alpha Models with the CompositeAlphaModel. The CompositeAlphaModel merges the signals of two Alphas together. These merged Alpha Model signals are then reconciled in the Portfolio Construction Model which makes the final decision how much capital to allocate to each signal.

For more information on the CompositeAlphaModel see the Algorithm Framework.

You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

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