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Live trading setup

I had a few queries about my live trading setup which I have built based on Zipline, Zipline-Live on a headless server trading on IB. It was a steep learning curve as I ran into a lot of undocumented quircks of zipline and Interactive brokers but now I can say the environment is stable and trading....

Next step will be to enhance my algo's that they can use live VIX readings and other real-time useful data

If you need help, I'm happy to give pointers or join the zipline-live slack channel for more

Next iteration of this environment might include Arctic as the main datastore for minute and day data so I have an independent datastore

4 responses

Super...good to know that there is a path to live trading!!

Hi Peter, are you not using Quantopian-Qundl dataset to ingest historicals everyday? If so, what list of tickers (universe) are you asking jTWSdump to download for you?

that dataset doesn't have all tickers I need (like XIV) I use Quandl for my pipeline type algo's (which don't work yet properly). So for Algo's that use a fixed set of tickers I use jTWSdump. Later I'll also use it to extract option prices

Peter - very interesting. How much memory does the machine have? To run the multi algos you are using a separate IB sub-account per algo correct? To keep an eye on what is going on during the day, do you vnc to one of the TWS instances or run TWS locally? Richard