SumZero Trading

SumZeroTrading API

The SumZeroTrading API provides the functionality necessary to create automated trading strategies, as well as other trading related applications. Within the main API there are a number of sub APIs which are listed below, which you can mix and match and use only those that are necessary to your application. The abstract APIs currently have implementations available for Interactive Brokers, with the exception of the Broker API which also has an implementation for Quantitative Brokers.

There is also an examples folder available which illustrates how to create a connection to Interactive Brokers to subscribe to real-time market data.

Market Data API

Subscribe to Level 1 (NBBO) and Level 2 (Market Depth) real time market data.
Implementation: Interactive Brokers
Real-Time Data Javadocs

Broker API

Place and modify orders. Monitor open positions and account equity levels.

Implementations
• Interactive Brokers (Stocks, Futures, Currencies)
• Quantitative Brokers (Futures Only)

Historical Data API

Request intraday and End-Of-Day historical market data

Real Time Bar API

OHLC bars pushed out in event driven manner. Time period of the bars can be configured from 1 second, up to 1 day.

Strategy API

Strategy API

Interactive Brokers Client

Interactive Brokers Client

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