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TradeFrame

Backtesting & trading frameworks★ 683 GitHub starsC++⏱ Last commit 14 days ago

C++ framework for testing automated options trading ideas

What it is

A C++17 framework with sample applications for testing options-based automated trading ideas. It takes real-time data from the DTN IQ feed and sends orders to Interactive Brokers through the TWS API. Traders with solid C++ skills who want to build their own options trading system on that stack are the intended users. The design is tied to those two vendors, and getting it running requires a subscription to the data feed and C++ build experience.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forBacktesting, Live trading
MarketsUS equities, Futures
StackC++
Learning curveSteep learning curve
Practical valueMedium practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 14 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): +4 over the period, now 683. Gaps mean no snapshot was taken that day.

In the author's words

C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade executi

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