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:

• Email TradeStation support and specifically request v3 keys.
• Enter key and secret in the User and Password fields.
• Log in with Zorro. You will be required to follow some high-security multi-factor authentication protocols.
• Once that's completed, Zorro will print out the API Refresh Token in the log and then quit. **Save the API Refresh Token**.
• Copy and paste the API Refresh Token into the password field using the "after authentication" password configuration shown above. Save this permanently into your Accounts.csv file, close the CSV file, and restart Zorro.
•  Henceforth, you will no longer need to follow authentication protocols, unless you change your API keys.

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,*
SPX,4947.96,0.02,0,0,0.01,0.01,0,2,-100,0.01,$SPX.X
SPY,215,0.02,0,0,0.01,0.01,0,2,-100,0.01,*

Remarks

• The returned volume is the session volume.

Supported broker commands

The bridge supports the brokerCommand function with the following commands:

• SET_ORDERTYPE (0:DAY, 1: FOK, 2: GTC, 16:IOC)
• SET_PRICETYPE (1: Bid/Ask, 2: Last)
• GET_UUID
• SET_UUID
• DO_CANCEL
• GET_DELAY
• SET_DELAY
• GET_WAIT
• SET_WAIT
• SET_SYMBOL
• GET_COMPLIANCE
• SET_PATCH
• GET_MAXTICKS
• GET_POSITION
• GET_FUTURES
• GET_OPTIONS
• GET_FOP
• GET_UNDERLYING
• SET_COMBO_LEGS

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:

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