Coming in early 2018

QuantRocket is currently under development.
Look around, take our product roadmap survey, and register an account or provide your email below to be notified when QuantRocket is ready.

QuantRocket - Pricing

Flight Simulator Free trial

 

1 exchange
historical and fundamental data services1
research and backtesting
unlimited number of algos
no real-time data or trading
support sold separately
30 day free trial

Bottle Rocket

 

1 exchange
historical and fundamental data services1
research and backtesting
unlimited number of algos
real-time data1, 2 and live trading
accounts up to:
support sold separately

Intercontinental

 

3 exchanges
historical and fundamental data services1
research and backtesting
unlimited number of algos
real-time data1, 2 and live trading
accounts up to:
support sold separately

Supersonic lowest expense ratio

 

unlimited exchanges
historical and fundamental data services1
research and backtesting
unlimited number of algos
real-time data1, 2 and live trading
accounts up to:
expense ratio as low as 24 BPS/yr
support sold separately
1 IB market data subscriptions not included. You must subscribe to the relevant market data with IB or other relevant vendor in order to use the data with QuantRocket. QuantRocket is not a data vendor but makes it easy to work with the data you license from IB and other vendors.
2 IB streaming market data is not tick-by-tick but has a sampling rate of 250ms for stocks and futures, 100ms for options, and 5ms for forex. IB limits the number of simultaneous streaming tickers (minimum 100) based on your account size, monthly trading volume, and purchase of quote booster packs .
Upgrades/Downgrades: You can change your plan at any time. When you change your plan, the change will take effect immediately and a prorated adjustment will be applied to your next invoice. For upgrades, this adjustment will be a prorated charge; for downgrades, a prorated credit.
Cancellations: When you cancel your plan, it remains active through the end of the current billing period. To cancel your plan, please go to your account page.

Plan Details

Flight SimulatorBottle RocketIntercontinentalSupersonic
Deployment
Run locally or in cloud
Deploy locally with Docker Compose. Easily deploy to the cloud with Docker Cloud.
Yes Yes Yes Yes
Run on Linux, Mac, or Windows
QuantRocket runs anywhere Docker runs.
Yes Yes Yes Yes
Control QuantRocket via command line interface, Python client, or REST API
QuantRocket's well-designed API lets you accomplish powerful tasks with ease and flexibility.
Yes Yes Yes Yes
Secure access from anywhere using HTTPS and Basic Auth
Run QuantRocket in the cloud and securely interact with the API from any machine.
Yes Yes Yes Yes
Automated installation and configuration of IB Gateway
Launch 1 or more gateways. Start or stop gateways via API.
Yes Yes Yes Yes
Load your code from Git
Load your strategy code, config files, and notebooks from a Git repo for easy, repeatable cloud-based deploys.
Yes Yes Yes Yes
Universe Selection
Download comprehensive symbol lists from IB
With one command, retrieve contract details for all securities traded on an exchange and store in securities master database. Support for equities, futures, options, and forex.
Yes Yes Yes Yes
Manage large universes of symbol in aggregate
Group securities by exchange, liquidity, sector, etc. to form custom trading universes. Reference universes by name throughout QuantRocket to streamline data retrieval, backtesting, etc.
Yes Yes Yes Yes
Track ticker changes and delistings
Easily alert yourself when securities in your universes change or are delisted.
Yes Yes Yes Yes
Manage futures contracts
Easily add new expiries over time. Identify the front month contract based on configurable rollover rules.
Yes Yes Yes Yes
Historical Data
Global, historical end-of-day and intraday data from IB
Easily fetch historical data from IB and keep it up to date. All available IB bar sizes and time frames supported. Global coverage. Requires appropriate market data subscription from IB.
1 exchange1 exchange3 exchangesunlimited exchanges
Consolidated or primary exchange prices
Optionally fetch historical prices from the primary exchange only, which can increase backtest accuracy for strategies that trade on the open or on the close.
Yes Yes Yes Yes
Split/dividend adjustments
IB data is always split-adjusted. IB optionally provides dividend-adjusted data for daily bars only.
Yes Yes Yes Yes
Database backups to Amazon S3
Backup your historical databases to S3. Restore your existing databases from S3 when you re-deploy QuantRocket. Requires AWS account.
Yes Yes Yes Yes
Fundamental Data
Reuters Worldwide Fundamentals
EPS history, dividend history, revenue history, financial statement history, historical analyst estimates and actuals. Requires Reuters Fundamentals subscription through IB Account Management.
Yes Yes Yes Yes
Real-Time Data
Real-time market data from IB
Get real-time quotes from IB and ingest them in multiple clients. Requires IB market data subscription. IB ticker limits apply.
No1 exchange3 exchangesunlimited exchanges
Save real-time quotes to database
Build your own historical database of real-time data from IB.
No Yes Yes Yes
Research and Backtesting
Jupyter notebook research environment
QuantRocket provides a fully-stocked Jupyter notebook environment for research and analysis
Yes Yes Yes Yes
Fast, vectorized, multi-strategy backtesting with Moonshot
Moonshot is QuantRocket's open-source backtesting and trading engine, built for speed and tailored to running multiple strategies across multiple international markets.
Yes Yes Yes Yes
Parameter scans with Moonshot
Moonshot supports 1D or 2D parameter scans.
Yes Yes Yes Yes
Event-driven backtesting with Zipline
QuantRocket supports Zipline, the popular open-source backtesting engine that powers Quantopian.
Yes Yes Yes Yes
Bring your own backtester
QuantRocket's modular architecture makes it easy to hook in any backtester of your choice.
Yes Yes Yes Yes
Trading
Live or paper trading with Moonshot
Use the same code for backtesting and live trading.
No Yes Yes Yes
Automated order placement or manual confirmation
Use Moonshot for fully automated trading, or generate orders in CSV format for manual review before order submission.
No Yes Yes Yes
Live trading with Zipline
QuantRocket provides connectors to use Zipline for live or paper trading.
No Yes Yes Yes
Automated tracking of trades and executions in blotter database
Automatically track orders and executions in QuantRocket's blotter database. Check the order status of individual orders.
No Yes Yes Yes
Track positions by strategy
Use the orderRef field to associate orders with a strategy, then view positions by strategy.
No Yes Yes Yes
Automated futures rollover
Automatically rollover futures contracts based on configurable rollover rules.
No Yes Yes Yes
Account size limit
For advisor accounts, the account size is the sum of all sub-accounts.
No
Scheduling
Schedule cron jobs in any timezone
Run multiple cron services and schedule jobs in the timezone of the exchange they relate to.
Yes Yes Yes Yes
Track exchange holidays and schedule around them
Skip trading when exchanges are closed. Only download historical data when exchanges were open. QuantRocket makes it easy to incorporate exchange calendars into job scheduling.
Yes Yes Yes Yes
Account Monitoring
View account balances and current portfolio without opening TWS
With the same IB login, run your automated trading systems and use QuantRocket to monitor your account in real-time.
No Yes Yes Yes
Get notifications when margin cushion falls too low
Use QuantRocket to check your margin cushion and send you an alert if the cushion falls below a threshold.
No Yes Yes Yes
Logging
Web-based log monitoring from Papertrail
Monitor color-coded QuantRocket logs from any web browser using Papertrail. Configure alerts and route logs from Papertrail to other monitoring services. Requires Papertrail account.
Yes Yes Yes Yes
Text alerts from Twilio
Receive critical alerts via SMS. Requires Twilio account.
Yes Yes Yes Yes
Performance Tracking
Live trading performance charts and statistics
View cumulative returns, drawdowns, market exposure, CAGR, Sharpe, and other charts and statistics for one or more live strategies.
No Yes Yes Yes
Convert foreign trades to base currency
QuantRocket converts foreign trades to your base currency for consistent PNL calculations
No Yes Yes Yes
Implementation shortfall analysis
Overlay live results with backtest results over the same time period to identify implementation shortfall.
No Yes Yes Yes
Account size limit
For advisor accounts, the account size is the sum of all sub-accounts.
No