ProjectX#

ProjectX is a futures-only broker integration that provides access to multiple underlying futures brokers through a unified gateway. This broker is designed specifically for prop trading firms and retail futures trading with practice/demo accounts.

Features#

Futures Trading Only: Continuous futures contracts with sophisticated contract resolution
Multi-Firm Gateway: Single interface supporting multiple underlying futures brokers
Prop Trading Firms: Works with major proprietary trading firms and retail brokers
Practice Accounts: Demo/practice account trading only
Real-time Streaming: SignalR-based live order and position updates
Order Types: Market, limit, stop, trailing stop, join bid, join ask orders
Rate Limiting: Built-in API rate limiting and caching for optimal performance
Auto-Detection: Automatically detects and connects when environment variables are configured

Supported Prop Trading Firms#

ProjectX works with a wide range of proprietary trading firms and retail futures brokers, including:

Major Prop Trading Firms:

Topstep - Leading futures prop trading firm
Alpha Futures - Proprietary trading evaluations
Nexgen Futures - Futures trading firm
TickTickTrader - Prop trading platform
TradeDay - Day trading prop firm
Bulenox - Trading evaluation platform
Blusky - Futures prop trading
Goat Futures - Proprietary trading firm
The Futures Desk - Professional trading firm
DayTraders - Day trading platform
E8 Futures - Futures prop trading
Blue Guardian Futures - Trading firm
FuturesElite - Elite futures trading
FXIFY - Forex and futures prop trading
Top One Futures - Proprietary trading platform
Aqua Futures - Futures trading firm
Funding Futures - Prop trading evaluations
TX3 Funding - Trading capital provider

And many other retail and institutional futures brokers that support the ProjectX gateway.

Prerequisites#

Practice Account: ProjectX integration requires a demo/practice futures trading account
API Credentials: Username and API key from your futures broker
Base URL: API endpoint URL for your specific broker firm
Firm Configuration: Environment variables configured for your specific firm

Environment Variables#

ProjectX supports multiple firms through a standardized environment variable pattern. Replace {FIRM} with your broker name (e.g., TOPONE, TSX):

Variable	Description	Required
PROJECTX_{FIRM}_API_KEY	Your API key from the broker	✅ Yes
PROJECTX_{FIRM}_USERNAME	Your username for the broker	✅ Yes
PROJECTX_{FIRM}_BASE_URL	Base API URL for the broker	✅ Yes
PROJECTX_{FIRM}_PREFERRED_ACCOUNT_NAME	Specific account name to use (optional)	❌ No
PROJECTX_{FIRM}_STREAMING_BASE_URL	Streaming endpoint URL (optional)	❌ No
PROJECTX_FIRM	Specify which firm to use (optional)	❌ No

Auto-Detection

ProjectX will automatically detect and connect when you have the required environment variables configured. You do not need to set TRADING_BROKER=projectx - it will auto-detect based on the presence of ProjectX environment variables.

Multi-Firm Support#

ProjectX can automatically detect and use any configured firm. If multiple firms are configured, it will use the first available one, or you can specify which firm to use:

# Example for TOPONE firm
PROJECTX_TOPONE_API_KEY=your_api_key_here
PROJECTX_TOPONE_USERNAME=your_username
PROJECTX_TOPONE_BASE_URL=https://api.yourbroker.com/

# Example for TSX firm
PROJECTX_TSX_API_KEY=your_api_key_here
PROJECTX_TSX_USERNAME=your_username
PROJECTX_TSX_BASE_URL=https://api.tsx.com/

# Optional: Specify which firm to use
PROJECTX_FIRM=TOPONE

Supported Functionality#

ProjectX Capabilities#
Feature	Supported	Notes
Futures Trading	✅ Yes	Continuous futures with automatic contract resolution
Market Orders	✅ Yes	Immediate execution at market price
Limit Orders	✅ Yes	Execute at specified price or better
Stop Orders	✅ Yes	Stop-loss and stop-limit functionality
Trailing Stop Orders	✅ Yes	Dynamic stop orders that follow price
Join Bid/Ask Orders	✅ Yes	Advanced order types for liquidity provision
Order Modification	❌ No	Must cancel and re-place orders
Real-time Streaming	✅ Yes	SignalR-based live updates (optional)
Historical Data	✅ Yes	Minute, hour, day, week, month timeframes
Stock Trading	❌ No	Futures only
Options Trading	❌ No	Futures only
Cryptocurrency	❌ No	Futures only

Example .env Configuration#

# Required: Your firm's API credentials
PROJECTX_TOPONE_API_KEY=your_actual_api_key
PROJECTX_TOPONE_USERNAME=your_username
PROJECTX_TOPONE_BASE_URL=https://api.yourbroker.com/

# Optional: Specify preferred account and firm
PROJECTX_TOPONE_PREFERRED_ACCOUNT_NAME=Practice Account 1
PROJECTX_FIRM=TOPONE

That’s it! ProjectX will automatically detect these environment variables and initialize. No need to set TRADING_BROKER=projectx.

Example Strategy#

from lumibot.strategies import Strategy
from lumibot.entities import Asset

class FuturesStrategy(Strategy):
    def initialize(self):
        self.sleeptime = "1D"

    def on_trading_iteration(self):
        # Trade Micro E-mini S&P 500 futures
        mes = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)

        # Get current price
        last_price = self.get_last_price(mes)
        self.log_message(f"MES price: {last_price}")

        # Place a limit order
        if last_price:
            limit_price = last_price * 0.999  # 0.1% below market
            order = self.create_order(
                asset=mes,
                quantity=1,
                side="buy",
                order_type="limit",
                limit_price=limit_price
            )
            self.submit_order(order)

# The broker will automatically initialize from environment variables
strategy = FuturesStrategy()
strategy.run_backtest(
    backtesting_start=datetime(2023, 1, 1),
    backtesting_end=datetime(2023, 12, 31)
)

Continuous Futures Support#

ProjectX handles continuous futures automatically using sophisticated contract resolution:

# These symbols are automatically resolved to active contracts
mes = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)  # Micro E-mini S&P 500
es = Asset("ES", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini S&P 500
nq = Asset("NQ", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini NASDAQ
ym = Asset("YM", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini Dow Jones
rty = Asset("RTY", asset_type=Asset.AssetType.CONT_FUTURE)  # E-mini Russell 2000

The system automatically:

Resolves symbols to current active contracts
Handles contract rollovers
Maps to broker-specific contract identifiers
Manages expiration dates

Account Requirements#

Practice/Demo Accounts Only

ProjectX integration is designed for practice trading and will only connect to demo accounts. The system automatically:

Filters for accounts with names starting with “prac” or “tof-px”
Selects the account with the highest balance if multiple practice accounts exist
Uses the preferred account name if specified in configuration

Important Notes#

Order Management

No Order Modification: ProjectX does not support order modification. To change an order, you must cancel the existing order and place a new one.
Rate Limiting: Built-in rate limiting prevents API overuse with 50ms delays between requests.

Streaming Connection

Real-time streaming is optional and will fail gracefully if unavailable
Requires signalrcore library for streaming functionality: pip install signalrcore>=0.9.2
Note: Due to dependency conflicts, signalrcore must be installed separately if you want streaming
Provides live updates for orders, positions, trades, and account information

Performance

Caching: 30-second cache for account, position, and order data
Auto-reconnection: Automatic connection management and retry logic
Efficient Resolution: Smart contract resolution reduces API calls

Asset Types

Futures Only: ProjectX exclusively supports futures trading
Continuous Contracts: All futures are handled as continuous contracts
No Options/Stocks: Options chains and stock trading are not available

Auto-Detection

ProjectX automatically detects when environment variables are configured
No need to explicitly set TRADING_BROKER=projectx
Will be selected automatically if ProjectX credentials are available

Troubleshooting#

Authentication Issues

Verify your API key and username are correct
Check that the base URL is properly formatted
Ensure your account has API access enabled

No Practice Accounts Found

Confirm you have demo/practice accounts available
Check account naming (should start with “prac” or “tof-px”)
Contact your broker if no practice accounts are available

Rate Limiting

Built-in rate limiting should prevent most issues
If you encounter rate limits, the system will automatically retry
Consider reducing trading frequency if persistent

Streaming Connection Issues

Streaming failures are non-critical and won’t stop trading
Install signalrcore library if streaming is required: pip install signalrcore>=0.9.2
Note: Due to dependency conflicts, signalrcore must be installed separately if you want streaming
Check network connectivity and firewall settings

Auto-Detection Not Working

Ensure you have the required environment variables: PROJECTX_{FIRM}_API_KEY, PROJECTX_{FIRM}_USERNAME, PROJECTX_{FIRM}_BASE_URL
Check that your firm name is uppercase in environment variables
Verify no typos in environment variable names

Note

ProjectX is specifically designed for futures trading with practice accounts. Production trading capabilities depend on your broker’s API policies and account permissions.

Important

Always test thoroughly with practice accounts before considering any live trading implementation.