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
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.
.NET Client Library for TD Ameritrade Trading Platform:
TD Ameritrade .NET SDK, also available via NuGet
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.
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