Get started with the open-source
high-performance algorithmic trading
platform and event-driven backtester
Scale distributed backtesting or deploy
live trading with either fully managed,
hybrid cloud or on-premises workloads
Unlock the potential of your data. Load any custom and raw market data into Nautilus parquet format.
Discover strategies faster with a Python API. Streaming up to 20 million rows/second, handling more data than your memory can hold. Simplify complexity by unifying your approach to trading.
Simulate the market with nanosecond-resolution. Realistic and accurate event-driven results you can rely on.
Launch reliable live trading operations without disruptions. Backtest code parity reduces implementation risks.
Capitalize on trading opportunities with high performance low-latency execution. Efficient Rust components and runtime.
NautilusTrader supports a range of integrations, facilitating seamless data ingest, execution, and order management. Integrate any data provider and venue, then trade across multiple markets in one platform. Databento integration with all data schemas supported, data loaders and live feed handlers.