TradeStation Plugin

TradeStation is a Florida-based broker that supports many instruments, including stocks, options, futures, and futures options. The TradeStation plugin was designed specifically to work with TradeStation's v3 Web API. You need Zorro S for using the plugin.

For using the bridge you need an API Key and API Secret. The steps:

User API Key
Password API_Secret(space)Refresh_Token

For the first time authentication described above, the refresh token is not needed.

Example account list entries:

Name,Server,AccountId,User,Pass,Assets,CCY,Real,NFA,Plugin
TS-firsttime,TradeStation,0,abcd,efgh,AssetsTS,USD,1,14,TradeStation.dll
TS-real-margin,TradeStation,1234M,abcd,efgh ijkl,AssetsTS,USD,1,14,TradeStation.dll
TS-real-futures,TradeStation,1234F,abcd,efgh ijkl,AssetsTS,USD,1,14,TradeStation.dll
TS-demo-margin,TradeStation,2345M,abcd,efgh ijkl,AssetsTS,USD,0,14,TradeStation.dll
TS-demo-futures,TradeStation,2345F,abcd,efgh ijkl,AssetsTS,USD,0,14,TradeStation.dll

Example asset list entries:

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Market,Multiplier_LotAmount,Commission,Symbol
ESZ21,2576,0.25,0,0,0.25,0.25,160,0.04,-50,1,*
ES-CONT,2576,0.25,0,0,0.25,0.25,160,0.04,-50,1,@ES
AAPL,118.44,0.01,0,0,0.01,0.01,0,2,-100,0.01,*
AMZN,118.44,0.01,0,0,0.01,0.01,0,2,-100,0.01,*
AXP,74.35,0.03,0,0,0.01,0.01,0,2,-100,0.01,*
BA,146.78,0.05,0,0,0.01,0.01,0,2,-100,0.01,*

Remarks

Supported broker commands

The bridge supports the brokerCommand function with the following commands:

Custom broker commands:

2000. Input: var, changes SET_UUID order's limit price.
2001. Changes SET_UUID order to a market order..
2002.Cancels all orders associated with symbol by SET_SYMBOL.
2003. Indiscriminately cancels all open orders.
2004. For SET_UUID order, returns 1 if order is still open, 0 if closed.
4000. Output: char array of length NAMESIZE2. For SET_UUID order, copies TradeStation SymbolID to output.

See also:

Brokers, broker plugin, MT4 bridge, Sierra bridge

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