TradeMagic – .NET based framework to develop your trading application

[Dierk Droth]

TradeMagic is a .NET based framework to assist in developing your trading application. TradeMagic provides fundamental trading application services which accelerates your application development time and provides a common interface to popular brokers and data feeds.

Check out TradeMagic!

TradeMagic provides:
- order placement and management
- order and execution history
- real time market data and level II feed
- connection management and recovery
- expandable symbol repository including instrument name mapping
- exchange simulator supporting virtual trading
- data recorder/replay for market data and level II data
- full featured MS Excel trading sheet
- sample application and source code

All features are provided by a unique, broker-independent and state-of-the-art .NET interface.

Supported brokers / data feeds:
- Interactive Brokers
- MB Trading
- Patsystems (J-Trader interface)
- more to come soon

TradeMagic 2 Beta 3 is released now and can be downloaded here: http://www.trademagic.net/pages/download.htm

TradeMagic 2 is FREE for personal, non-commercial use.

I'm open to your suggestions and proposals concerning current use or future development of TradeMagic. I would be happy about any feedback.

Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

PS: This thread is posted with the kind permission of Trade2Win site admins. Thank you for your support.

 

[Dierk Droth]

What realtime data providers should TradeMagic support ?

Hi,

Currently I'm gathering requirements for further development of TradeMagic.

What realtime data providers should TradeMagic support ?
Please vote here: http://www.trademagic.net/phpBB2/viewtopic.php?t=64

Please note: Although I'm unable to commit on upcoming TradeMagic features right now, the results of this poll will have great impact on TradeMagic development roadmap.

Best Regards

 

[Rognvald]

Thank you for the information on this api development product which looks very interesting. I have included it in the site Software Guide

 

[Dierk Droth]

Hi,

Thank you for the information on this api development product which looks very interesting. I have included it in the site Software Guide

Great, thanks a lot.

I appreciate that.

 

[Dierk Droth]

Hi,

1) IB TWS
TWS 828 now has successfully passed all TradeMagic regressions tests. All TWS 826 and TWS 827 issues related to TradeMagic have been resolved by IB. You may download TWS 828 from here: http://www.trademagic.net/pages/download.html.

Please note: Starting TWS 828 you have to have Java 1.4 installed.
Read more here: http://www.interactivebrokers.com/p...828.php#TWS_828

You will be posted as soon as more current TWS releases successfully passed the TM regression tests.

2) What data provider should TM support ?
I added all data providers brought forward to me by PM or the TM forum.
Don't miss to cast your vote here: http://www.trademagic.net/phpBB2/viewtopic.php?t=64

Best Regards

 

[Dierk Droth]

Hi,

1) TradeMagic 2 Release 1 is released
Download from here: www.trademagic.net/pages/download.htm
You may install TM2 R1 on top of any prior release of TradeMagic. All data in your TradeMagic repository is maintained.

New features:
TM now supports a primary and secondary connection. This will allow you to submit/change/delete orders even if e.g. the broker's price feed server is down. Read more here: http://www.trademagic.net/phpBB2/viewtopic.php?t=81


2) TradeMagic QA now is based on "Mantis" issue tracker
The next step of quality assurance has been taken: TradeMagic QA now uses the issue tracker tool "Mantis" (www.mantisbt.org) to track any open issue (bug, feature ...) on development and on maintenance phase.

Registered TradeMagic users will get a complete "Mantis" list of any fixed/implemented issue with every release letter.
Register here: http://www.trademagic.net/phpBB2
Learn more on registration here: http://www.trademagic.net/phpBB2/vi...c.php?p=190#190

Best Regards

 

[Dierk Droth]

Dear TradeMagic user,

MS SQL 2000 / MSDE 2000 support, looking for beta testers:
TradeMagic repository currently uses MS Jet engine 4.0. TM 2 soon will support MS SQL 2000 / MSDE 2000. Please contact me, if you would like to test the non-public beta release.

Best Regards

 

[Dierk Droth]

Hi,

1) TradeMagic 2 Release 2 is released
Download from here: www.trademagic.net/pages/download.htm
You may install TM2 R2 on top of any prior release of TradeMagic. All data in your TradeMagic repository is maintained.

New features:
a) MS SQL server support
Learn more here: http://www.trademagic.net/phpBB2/viewtopic.php?p=116#116

b) Tutorials
There now are easy-to-learn tutorials provided:
- .NET: http://www.trademagic.net/phpBB2/viewtopic.php?t=92
- COM: http://www.trademagic.net/phpBB2/viewtopic.php?p=227#227
Give it a try and learn how easy it is to use TradeMagic !

c) TM2 R2 also has been tested successfully on Windows XP SP 2. No problems have been encountered.

2) IB TWS 830 support
TWS 830 now has successfully passed all TradeMagic regressions tests. You may download TWS 830 from here: http://www.trademagic.net/pages/download.htm

Best Regards

 

[Dierk Droth]

Hi,

1) TradeMagic 2 Release 3 is released
Download from here: www.trademagic.net/pages/download.htm
You can install TM2 R3 on top of any prior release of TradeMagic. All data in your TradeMagic repository is maintained.

2) TWS 831 now has successfully passed all TradeMagic regressions tests. You can download TWS 831 from here: http://www.trademagic.net/pages/download.htm

3) TM 2 now supports MBT Navigator 10.12. You can download from here: http://www.trademagic.net/pages/download.htm

Best Regards

 

[Dierk Droth]

TradeMagic 3 Beta 1 / TM Info 11

Dear TradeMagic user,

1) TradeMagic 3 Beta 1 is released. Here are the highlights of this new release:
- support for options and indexes
- download, local storage and management of historical data
- your TM repository now can be driven by MySQL DBMS
- DTN/IQFeed is supported
- ESignal is supported
- TrackData data and brokerage is supported
- free YAHOO data is supported

TradeMagic 3 is FREE for personal, non-commercial use.

Check out the complete list of features.
Learn more here on how to upgrade your existing installation.
Download from here.

Limitations:
- Not all tests have been passed successfully. Do not use this release in operational environment, but for development only.
- There are known issues with the DTN/IQFeed client software which prevents TM from properly closing a connection: you have to terminate your app after closing a TM DTN connection. DTN announced a fix. You will be posted as soon as this fix is available and incorporated in TM.
- There is a known issue on requesting daily historical data from ESignal. This may result in not receiving the complete requested dataset. Re-issuing the request will work around this issue. ESignal announced a fix. You will be posted as soon as this fix is available and incorporated in TM.
- ESignal does not support a connection status: you will not be alerted in case the connection between ESignal and its servers got lost. ESignal announced this feature. You will be posted as soon as this feature is available and incorporated in TM.
- TrackData does not support order changes. This issue is subject of negotiations between Pact (the supplier of the TrackData myTrack API) and TradeMagic. You will be posted in case this limitation would be alleviated.

2) New web site
A new web site provides improved information on TradeMagic. The URL stays the same: www.trademagic.net.
You may have to refresh your browser cache by pressing CTRL-F5 to view the new web site.

Best Regards

 

[jmreeve]

Intereresting product but without support for Bloomberg, Reuters or Comstock you are unlikely to have much luck with hedge funds.

How fast is the tick history retrieval?
For example, how long would it take to recover 5 million ticks from the database?

 

[Dierk Droth]

Intereresting product but without support for Bloomberg, Reuters or Comstock you are unlikely to have much luck with hedge funds.

How fast is the tick history retrieval?
For example, how long would it take to recover 5 million ticks from the database?

Hi,

1) Thanks for your suggestion. Please place your vote here: http://www.trademagic.net/phpBB2/viewtopic.php?t=64

2) Speed of tick retrieval
Let me put it this way: I used the algorithm, which worked for me as I developed my own ATS backtesting system. But this does not mean that it will work for you. You probably have to find out by your own.

I would be happy to hear your experiences.

Regards

 

[jmreeve]

Hello Dierk,

I have had a chance to look at this now.
It is a mdi container application with broker and gui forms and objects exposed through a .net API.
So you can use the API to construct your own trading application around this framework.
It is certainly generous of you to offer this application for free.

I may be able to use some of the gui elements but would need to plot charts.
Does the application support charts of any sort as I could not see any appropriate classes?

 

[Dierk Droth]

Hi,

Let me give you the right perspective: it's more on connectivity and data/order/execution management than on gui. The real value is the API where you can access popular brokers and data providers through a common interface - although you may use the gui components too.

Charting is not included right now.

Regards

 

[Dierk Droth]

TradeMagic 3 Beta 2

Dear TradeMagic user,

TradeMagic 3 Beta 2 is released.
Here are the highlights of this new release:
- support for updated myTrack native API
- improved paper trading/simulation account
* positions and account stats are maintained between sessions
* you now can paper trade on non-brokerage providers like eSignal and DTN
* improved setup options (commission, slippage, margin …)
- performance improvement on DTN adapter
- improved bad data filtering on real time and historical data
Download from here

Best Regards

 

[Dierk Droth]

TradeMagic 3 Release 1 / TM Info 13

Dear TradeMagic user,

TradeMagic 3 Release 1 is released.
Here are the highlights of this new release:
- support for eSignal 7.8
- support for IB TWS 838

Download from here: www.trademagic.net/web/download.php

Best Regards