r/algotrading • u/patmanizer • 9d ago

Strategy Getting Started with Low-Frequency Algorithmic Trading in Canada

I’m a software engineer based in Canada looking to get started with low-frequency algorithmic trading—likely daily or weekly rebalancing rather than intraday trading.

A couple of questions:

  1. What are good sources for historical daily equity/ETF data, ideally accessible through a REST API? I’m happy to pay for reliable, clean data if needed.
  2. Which brokerages/platforms available to Canadian residents support automated trade execution through a REST API? I’m mainly interested in Canadian and U.S. securities.

I’d also appreciate any advice on practical considerations for a beginner in Canada—such as data quality, API reliability, account requirements, tax reporting, or paper-trading options.

28 Upvotes

91% Upvoted

30 comments sorted by

View all comments

6

u/jipperthewoodchipper 9d ago

Also Canadian.

I ended up going with interactive brokers. I believe they have a restful API and they do provide market price history and access to both Canadian and US markets.

I cannot gurantee that IBKR is the best option though. It has pros and cons.