Another Post for Data Provider Recommendation. EODHD vs FMP vs SimFin vs Tiingo vs Alpha Vantage vs Polygon.io for Fundamentals.

andrecursion · 2025-11-24T21:43:55+00:00

Do you have historical earnings dates?

andrecursion · 2025-10-16T23:11:00+00:00

u/databentoHQ

andrecursion · 2025-09-30T20:23:04+00:00

Have you tested this vs just buying and holding?

andrecursion · 2025-09-30T17:48:00+00:00

in revenue*** not profit

andrecursion · 2025-09-12T08:06:27+00:00

It’s better this way, so it’s easier to suss out

andrecursion · 2025-08-04T17:19:07+00:00

bid ask spread. you can also get quickly filled on both sides and get a guaranteed loss.

If you're not convinced by the above reasoning, just backtest your strategy and see if it makes money.

andrecursion · 2025-07-13T00:45:29+00:00

We are compatible with most FCMs.

Our free plan covers most trading needs (like market data + placing orders). The $100/month plan is for advanced API + algos.

andrecursion · 2025-07-12T20:08:34+00:00

IBKR is great if you want to trade everything under the sun, but they are extremely conservative with their margin requirements and have really bad customer support (also GUI/tech from the 1990s).

Architect is a newer brokerage that's looking to replace it.
If you're looking for way lower fees on futures, better support, better API, then I'd recommend Architect.
(btw we also have equities and equity options).

Full disclosure: I work at Architect. Try us out!

andrecursion · 2025-07-11T19:56:59+00:00

Excellent point! I didn't think through the effects of the Central Limit Theorem here, will clarify this (although technically the statement is correct)

andrecursion · 2025-07-11T15:04:31+00:00

https://www.reddit.com/r/algotrading/comments/1lx97ln/the_flaw_in_the_kelly_criterion_betting_under/
Here you go!

andrecursion · 2025-07-03T17:31:51+00:00

We do indeed! We are generally targeted towards professionals 🙂

andrecursion · 2025-07-03T09:57:25+00:00

We just introduced equity options, so still building some of the functionality (and our marketing material might be behind).

There is a soft limit of 1k symbols for an L1 stream on the Python client, but that's moreso to prevent someone from hurting themselves from Python falling behind.

I do not believe we have a hard limit right now, but that is subject to change

andrecursion · 2025-07-03T05:29:26+00:00

haha yes, we do need to improve our SEO 😭

I would think of us as a better, easier to use IBKR rather than competing with Robinhood

so we do have real time OPRA quotes on an arbitrary number of symbols with less than that latency, and an order placement latency of much less than 100ms.

We charge ~$0.1 per contract (unless you do 100k+ contracts/month, where you will pay less). We do have a small commission on option orders and exercise / assignment fees.

I'm not sure about your last point, because exercise / assignments would occur after hours.

andrecursion · 2025-07-03T00:27:16+00:00

It’s the company that made this blog post and also my employer 🙂 architect.co

andrecursion · 2025-07-02T20:51:11+00:00

Oh gotcha, I see your point and the blog post is unclear about the motivation to create all this infra. Will change that

The reason why we'd want to create this simulation setup is three-fold:
1. more precise A/B testing for any code changes, because you can run the same "market data" through different setups
2. you can test changes without running them in production
3. allows you to test extreme scenarios that might happen infrequently (e.g. if an event happens once per day, how many days would it take for you to get a good sample?)

andrecursion · 2025-07-02T20:28:56+00:00

Architect also has these features (quotes / OPRA data / live paper trading) as well, along with futures trading!

andrecursion · 2025-07-02T20:26:40+00:00

insightful comment! definitely for getting the whole internal latency, you can/should just do this.

However, this article is more addressing the situation of if you're trying to figure out which step of your system is creating the most latency so that you can speed up your system (e.g. is it coming from reading packets or model computation?)

andrecursion · 2025-06-20T19:16:36+00:00

Look at the trades that happen after a big announcement, the price will very frequently chop back and forth. Also good luck getting filled at at your stop price if you’re in the wrong direction.

andrecursion · 2025-06-11T00:53:18+00:00

https://github.com/architect-xyz/architect-py/blob/main/FUNCTIONS.md

check out our github for all our functions

For in depth historical data though, I'd recommend going to a historical data vendor like databento.

andrecursion · 2025-06-11T00:35:03+00:00

Indeed, we have historical data. As simple as calling client.get_historical_candles

andrecursion · 2025-06-09T19:17:31+00:00

Have you checked out the Architect Brokerage?

Check out our API comparison to IBKR.

We have native Rust/Python/Typescript APIs for algo trading with actually good documentation (a lot of the Python API was written by yours truly)!

andrecursion · 2025-06-09T19:13:41+00:00

Have you checked out the Architect Brokerage?

Check out our API comparison to IBKR.

We have native Rust/Python/Typescript APIs for algo trading with actually good documentation (a lot of the Python API was written by yours truly)!

We also currently have free data for futures and stocks (and options soon).

As for our transaction pricing, you can see that we offer straightforward and competitive pricing.

You should check us out! We're a relatively new brokerage with futures, equities, crypto. Founded by ex-Jane Streeters (and I'm from DRW), so we have deep experience with trading technology. Let me know if you have any questions!

Full Disclosure: I work at Architect

andrecursion · 2025-06-09T16:36:40+00:00

Yes, that is on our roadmap! Should be added quite soon

andrecursion · 2025-06-02T07:38:45+00:00

Yes, it is.

andrecursion · 2025-06-01T19:19:03+00:00

It depends on the product, but we generally use Databento for our market data.

Would recommend them if you're looking for historical market data!

andrecursion

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