---
title: "Tastytrade"
description: "Our tastytrade integration lets you deploy live trading algorithms on our co-located servers that trade the capital you have in your tastytrade account."
canonical: https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/tastytrade
markdown: https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/tastytrade.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/01%20Cloud%20Platform/10%20Live%20Trading/02%20Brokerages/04%20Tastytrade
modified: 2026-11-02
index: https://www.quantconnect.com/llms.txt
---

# Tastytrade

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Cloud Platform](https://www.quantconnect.com/docs/v2/cloud-platform.md) > [Live Trading](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading.md) > [Brokerages](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages.md) > Tastytrade

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

QuantConnect enables you to run your algorithms in live mode with real-time market data.

The [tastytrade](http://qnt.co/tastytrade) Inc., originally known as tastyworks, was founded by Scott Sheridan and Tom Sosnoff in 2017. tastytrade provides access to trading Equities, Options, Index Options, Futures, Future Options and other assets for clients with [no account or trade minimums, or hidden fees](http://qnt.co/tastytrade).

To view the implementation of the tastytrade brokerage integration, see the [tastytrade repository](https://github.com/QuantConnect/Lean.Brokerages.tastytrade).

## Account Types

tastytrade supports cash and margin accounts. To set the account type in an algorithm, see the [tastytrade brokerage model documentation](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md).

### Create an Account

Follow the [account creation wizard](http://qnt.co/tastytrade) on the tastytrade website to create an account.

### Paper Trading

The tastytrade API doesn't support paper trading, but you can follow these steps to simulate it with QuantConnect:

1. In the `initialize` method of your algorithm, [set the tastytrade brokerage model and your account type](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md).
2. [Deploy your algorithm with the QuantConnect Paper Trading brokerage](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/quantconnect-paper-trading.md#15-Deploy-Live-Algorithms).

## Asset Classes

Our [tastytrade](https://qnt.co/tastytrade) integration supports the following asset classes:

- [US Equities](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md)
- [Equity Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options.md)
- [Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md)
- [Future Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options.md)
- [Indices](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index.md)
- [Index Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options.md)

You may not be able to trade all assets with tastytrade. For example, if you live in the EU, you can't trade US ETFs. Check with your local regulators to know which assets you are allowed to trade. You may need to adjust settings in your brokerage account to live trade some assets.

## Data Providers

We recommend the [QuantConnect data provider](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect.md), which is free and supplies [US Equities](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/us-equities.md), [US Equity Options](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/us-equity-options.md), [US Index Options](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/us-index-options.md), and [Futures](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/futures.md) data during live trading. It also supplies [SPX and VIX Index data](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/us-indices.md), which SPX and VIX Index Options need for the underlying index. It doesn't supply Future Options data, so combine it with the [tastytrade data provider](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/tastytrade.md) to trade Future Options. To receive that data, you might need to purchase a market data subscription from tastytrade. For more information about live data providers, see [Datasets](https://www.quantconnect.com/docs/v2/cloud-platform/datasets.md).

## Orders

We model the tastytrade API by supporting several order types, the `TimeInForce` order property, and order updates. When you deploy live algorithms, you can [place manual orders](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/algorithm-control.md#03-Place-Manual-Trades) through the IDE.

### Order Types

The following table describes the available order types for each asset class that our [tastytrade](https://qnt.co/tastytrade) integration supports:

| Order Type | Equity | Equity Options | Futures | Future Options | Index Options |
| --- | --- | --- | --- | --- | --- |
| [Market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Stop market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Stop limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Combo limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |

### Order Properties

We model the tastytrade API. The following table describes the members of the `TastytradeOrderProperties` object that you can set to customize order execution.

| Property | Data Type | Description | Default Value |
| --- | --- | --- | --- |
| `time_in_force` | `TimeInForce` | A [TimeInForce](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-properties.md#03-Time-In-Force) instruction to apply to the order. The following instructions are supported: `DAY` `GOOD_TIL_CANCELED` `good_til_date` | `TimeInForce.GOOD_TIL_CANCELED` |

### Updates

We model the tastytrade API by supporting [order updates](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-management/order-tickets.md#04-Update-Orders).

### Handling Splits

If you're using raw [data normalization](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/requesting-data.md#11-Data-Normalization) and you have active orders with a limit, stop, or trigger price in the market for a US Equity when a [stock split](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions.md#02-Splits) occurs, the following properties of your orders automatically adjust to reflect the stock split:

- Quantity
- Limit price
- Stop price
- Trigger price

## Fees

The tastytrade trading for Equity is commission-free. To view the tastytrade trading fees, see the [Pricing](https://tastytrade.com/pricing/) page on the tastytrade website. To view how we model their fees, see [Fees](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md#06-Fees).

## Margin

We model [buying power](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md#07-Buying-Power) and [margin calls](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/margin-calls.md) to ensure your algorithm stays within the margin requirements.

## Slippage

Orders through tastytrade do not experience slippage in backtests and [QuantConnect Paper Trading](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/quantconnect-paper-trading.md). In live trading, your orders may experience slippage.

To view how we model tastytrade slippage, see [Slippage](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md#05-Slippage).

## Fills

QuantConnect fills market orders immediately and completely in backtests and [QuantConnect Paper Trading](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/quantconnect-paper-trading.md). In live trading, if the quantity of your market orders exceeds the quantity available at the top of the order book, your orders are filled according to what is available in the order book.

To view how we model tastytrade order fills, see [Fills](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md#04-Fills).

## Settlements

If you trade with a margin account, trades settle immediately

To view how we model settlement for tastytrade trades, see [Settlement](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md#08-Settlement).

## Security and Stability

When you deploy live algorithms with tastytrade, we don't save your credentials.

tastytrade only supports authenticating one account at a time per user. If you have an algorithm running with tastytrade and then deploy a second one, the first algorithm stops running.

## Deposits and Withdrawals

You can deposit and withdraw cash from your brokerage account while you run an algorithm that's connected to the account. We sync the algorithm's cash holdings with the cash holdings in your brokerage account every day at 7:45 AM Eastern Time (ET).

## Demo Algorithm

The following algorithm demonstrates the functionality of the tastytrade brokerage:

```python
# Demonstrate tastytrade brokerage functionality with an EMA crossover strategy on SPY.
class TastytradeDemoAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2024, 9, 1)
        self.set_end_date(2024, 12, 31)
        self.set_cash(100000)
        self.set_brokerage_model(BrokerageName.TASTYTRADE, AccountType.MARGIN)
        symbol = self.add_equity("SPY", Resolution.DAILY).symbol
        self._fast = self.ema(symbol, 10, Resolution.DAILY)
        self._slow = self.ema(symbol, 50, Resolution.DAILY)

    def on_data(self, slice: Slice) -> None:
        if not self._slow.is_ready:
            return
        if self._fast.current.value > self._slow.current.value and not self.portfolio.invested:
            self.set_holdings("SPY", 1)
        elif self._fast.current.value < self._slow.current.value and self.portfolio.invested:
            self.liquidate()
```

## Deploy Live Algorithms

You must have an available [live trading node](https://www.quantconnect.com/docs/v2/cloud-platform/organizations/resources.md#04-Live-Trading-Nodes) for each live trading algorithm you deploy.

Follow these steps to deploy a live algorithm:

1. [Open the project](https://www.quantconnect.com/docs/v2/cloud-platform/projects/getting-started.md#02-View-All-Projects) you want to deploy.
2. Click the ![Lightning icon](https://cdn.quantconnect.com/i/tu/deploy-live-icon.png) **Deploy Live** icon.
3. On the Deploy Live page, click the **Brokerage** field and then click **tastytrade** from the drop-down menu.
4. Click **Authenticate**.
5. On the tastytrade website, and log in. Click **Allow** to grant QuantConnect access to your account information and authorization.
6. Click on the **Account Number** field and then click the account that you want to use from the drop-down menu.
7. In the **Region** section, click the [region](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/getting-started.md#07-Redundancy) where you want to run the algorithm.
8. Click the **Node** field and then click the live trading node that you want to use from the drop-down menu.
9. (Optional) In the **Data Provider** section, click **Show** and change the data provider or add additional providers.
   In most cases, we suggest using the [QuantConnect data provider](https://www.quantconnect.com/docs/v2/cloud-platform/datasets.md), the [tastytrade data provider](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/tastytrade.md), or both. The order you set them in the deployment wizard defines their order of precedence in Lean.
10. (Optional) [Set up notifications](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/notifications.md).
11. Configure the **Automatically restart algorithm** setting.
   By enabling [automatic restarts](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/deployment.md#07-Automatic-Restarts), the algorithm will use best efforts to restart the algorithm if it fails due to a runtime error. This can help improve the algorithm's resilience to temporary outages such as a brokerage API disconnection.
12. Click **Deploy**.

The deployment process can take up to 5 minutes. When the algorithm deploys, the [live results page](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/results.md) displays. If you know your brokerage positions before you deployed, you can verify they have been loaded properly by checking your equity value in the runtime statistics, your cashbook holdings, and your position holdings.

Restarts, including automatic restarts and redeployments, don't save the state of your algorithm. To learn what a restart recovers and how to persist the rest, see [State Persistence](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/deployment.md#10-State-Persistence).

## Deployment Details

When you deploy a live algorithm with tastytrade, the brokerage shares some details of the deployment, like the account it trades. Use them to tell concurrent deployments apart or to check that the algorithm connected to the account you expect. The details never include credentials.

The following table describes the deployment details that tastytrade shares:

| Key | Description |
| --- | --- |
| `tastytrade-account-number` | The tastytrade account that receives the orders. |

The `deployment_details` property of your algorithm is a read-only dictionary of the details. LEAN populates it before it calls the `initialize` method, so you can read it anywhere in your algorithm.

```python
deployment_details = [f'{kvp.key}:{kvp.value}' for kvp in self.deployment_details]
self.log(f'deployment_details: {deployment_details}')
```

The [/live/read](https://www.quantconnect.com/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/live-algorithm-statistics.md) API endpoint also returns the details in its `deploymentDetails` field, so you can read them outside of the algorithm.