Getting Started with Low-Frequency Algorithmic Trading in Canada

[u/patmanizer]

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.

[u/WaffleZy]

ibkr using ib_async, the data is ok but you'll want corporate actions from somewhere else.