Frequently asked questions

Below are the most common questions that we get asked


We currently support US Equities (Stocks and ETFs), FX, and Crypto at minute-level data. We plan on adding support for Futures and International markets later this year.
We're working with data from multiple sources, including AlgoSeek, IEX Cloud, Finnhub, as well as Forex and Crypto data from every supported exchange/broker.
We will offer tick-level and tick-based data bars by early next year (tick bars, volume bars, dollar bars). Support for L2 data is on the roadmap for early next year.
You can use our API for that - but you don't really have to use it. We will push market data to you based on your specified intervals (1M, 45M, 3H, EOD, x minutes before/after the market opens, etc) - or whenever an event you've subscribed to occurs.
No. Market data push is going to be billed just like any other cloud action.


We're currently in the process of obtaining a SOC 2 and ISO-27001 certificates to demonstrate our commitment to your privacy, security and IP protection.
We have several layers of security, including putting all of our servers behind a firewall, using containerised environments for every single strategy, encrypting everything from disks to database records, using password-less logins, and forcing API token expiration.
Furthermore, we're obfuscating everything to make it nearly-impossible to tell which trade belongs to which customer and which trades are part of the same strategy.
Of course! We are aware that some will need to have their strategy communicate with internal resources, are required to do so for compliance reasons, or just feel more comfortable - at least at first - keeping the logic "in-house".
Theoretically, every trading platform, broker, and auditing service can use your trading data to reverse engineer your strategy.
That being said, we've designed the platform in such a way that it will be extremely hard, if not impossible, to do so. We're obfuscating everything to make it nearly-impossible to tell which trade belongs to which customer and which trades are part of the same strategy.
Even if we could do it - we really wouldn't want to, as it both unethical, and not good for business (if we did that, our customers would both leave us and sue us - and win).


Our backtester is event-driven. It was designed this way to allow you to move from backtesting to live trading with zero code changes, as live strategies must be event-based.
While event-based backtesting is slower than vectorized ones by several folds, they protect you from look-ahead bias as the backtester is only fed the data which would have been available at any given data point.
If you want to run vectorized backtesting as a “quick and dirty” way to test your hypotheses, you can spin up a research instance to "prototype" your strategy using any tool or framework you like.
Our servers are based in Equinix's New York datacenter. When we expand support for trading international markets, we'll also be placing servers in the relevant locations.
Research instances are 6 datacenter around the world, including New York, Newark, San Francisco, Frankfurt, London, Singapore, with Bangalore, Toronto, and Amsterdam coming later this year.
Trading using an intermediary platform such as Tradologics adds some latency to every order submission.
In our case, there's an average added latency of 100ms-200ms. However, since our servers are located on Equinix (where many of the world's brokers and exchanges are located) the overall execution speed should be faster compared to running on your local machine.
That being said, if you're looking to trade sub-second strategies then Tradologics is not the platform for you for now.
Python, Javascript (Node.js), Java, Go, Ruby, PHP, C#, and Bash.
Yes. Since your strategy is running on its own isolated environment - you can install anything and do anything you want - including connecting to external data sources.
Last modified 8mo ago