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shinnytech/tqsdk-python

A Python library for building futures, options and stock quant trading strategies, with live market data, historical data, backtesting and live or simulated trading.

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Repolode describes open-source projects and does not give investment advice. Trading and investing can lose money: assess the risk yourself and follow the laws where you live before using this project.

What is it?

TqSdk is a Python library from Shinnytech for writing quantitative trading strategies with relatively little code. It covers the full workflow in one package: real-time and historical market data, development and debugging, backtesting at tick and bar level, simulated trading, live trading, and runtime monitoring.

The library works with futures, options and stocks. It connects to many futures brokers through CTP direct connections and several asset-management and high-speed trading counters. Market and trading data are kept in an in-memory database, so users do not need to set up or maintain a database themselves. Data can be handled with pandas and numpy, and the library includes a set of technical indicator functions with source code.

Strategies are not forced into a fixed framework. A single program can subscribe to several instruments' bars or quotes and trade multiple contracts at once.

Key features

  • 01Real-time quotes and full historical tick and bar data for futures, options and stocks.
  • 02Tick-level and bar-level backtesting.
  • 03Simulated and live trading, including CTP direct connection and many brokers.
  • 04In-memory market and trading data, with no database setup required.
  • 05Works with pandas and numpy, and includes nearly a hundred technical indicator functions.
  • 06Flexible strategy structure that can trade several instruments in one program.

Use cases

  • Building and backtesting futures spread or arbitrage strategies in Python.
  • Running automated live or simulated trading across multiple futures brokers.
  • Analyzing historical tick and bar data with pandas for research.

Topics

#quant-trading#futures#backtesting#trading-api#algorithmic-trading#market-data#python-library#diff#program-trading#python

FAQ

What is tqsdk-python?
A Python library for building futures, options and stock quant trading strategies, with live market data, historical data, backtesting and live or simulated trading. TqSdk is a Python library from Shinnytech for writing quantitative trading strategies with relatively little code. It covers the full workflow in one package: real-time and historical market data, development and debugging, backtesting at tick and bar level, simulated trading, live trading, and runtime monitoring.
Is tqsdk-python free to use? What license does it have?
tqsdk-python is open source under the Apache-2.0 license. Check the license terms before using it in commercial products.
Is tqsdk-python still maintained?
Actively maintained. The last commit to tqsdk-python was on Oct 26, 2026.
What can I use tqsdk-python for?
Building and backtesting futures spread or arbitrage strategies in Python. Running automated live or simulated trading across multiple futures brokers. Analyzing historical tick and bar data with pandas for research.
Where can I get tqsdk-python?
The source code and installation instructions are on GitHub: https://github.com/shinnytech/tqsdk-python

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