What online brokers offer APIs?

Question

So I'm getting really sick of E*TRADE and, being a developer, would love to find an online broker that offers an API. It would be great to be able to write my own trading tools, and maybe even modify existing ones.

Based on my research so far, I've only found one option. Interactive Brokers offers a multi-language API (Java/C++/ActiveX/DDE) and has some fairly decent commission rates to boot. I want to make sure there aren't any other options out there I should be considering. Any ideas?

Update: Based on answers so far, here's a quick list...

• Interactive Brokers
  • Java
  • C++
  • ActiveX
  • DDE for Excel
• Pinnacle Trading
  • C++
  • Perl
  • VB.NET
  • Excel
• MB Trading

Solution 1

I vote for IB(Interactive Brokers). I've used them in the past as was quite happy. Pinnacle Capital Markets trading also has an API (pcmtrading.com) but I haven't used them.

Interactive Brokers:

https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fibapi.php

Pinnacle Capital Markets:

http://www.pcmtrading.com/es/technology/api.html

Solution 2

Looks like E*Trade has an API now.

For access to historical data, I've found EODData to have reasonable prices for their data dumps. For side projects, I can't afford (rather don't want to afford) a huge subscription fee just for some data to tinker with.

Solution 3

openecry.com is a broker with plenty of information on an API and instructions on how to do yours. There are also other brokers with the OEC platform and all the bells and whistles a pro could ask for.

Solution 4

I've been using parts of the marketcetera platform. They support all kinds of marketdata sources and brokers and you should easily be able to add more brokers and/or data providers. This is not a direct broker API of course, but that helps you avoid vendor lock-in so that might be a good thing. And of course all the tools they use are open source.

Solution 5

Ameritrade also offers an API, as long as you have an Ameritrade account: http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html

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Comments

[Wilco]

IB does seem to be the best option, and so far the only one with a wide range of language support.

[nall]

Language support doesn't necessarily translate into multiple platform support though (lots of APIs still require a DLL)

[Adam Monsen]

What's IB's price per trade? I can't parse their marketing materials.

[Jared]

I know this is an old question, but it's what came up while I was searching. Just an FYI, TD Ameritrade (at the time of me writing this) requires an account with 500k or 30 trades per quarter to use their API. However, support did say they were looking at relaxing this a bit.

[Jared]

I know this is an old question, but it's what came up while I was searching. Just an FYI, TD Ameritrade (at the time of me writing this) requires an account with 500k or 30 trades per quarter to use their API. However, support did say they were looking at relaxing this a bit.

[Peru]

Alpace (alpaca.markets) is free and it has free integration for Market data feed with IEX and Polygon (polygon.io) for free for US Markets as of this writing. (And more cool api will come in the near future). I request moderator to reopen this question.

[dalcam]

Update to this: A fair few popular forex brokers support CTrader now which lets you code in c# :)