Tradovate¶

Q: How do I connect LumiBot to Tradovate?

Set four environment variables: TRADOVATE_USERNAME, TRADOVATE_DEDICATED_PASSWORD, TRADOVATE_CID and TRADOVATE_SECRET. Then set TRADING_BROKER=tradovate and a separate DATA_SOURCE, as shown in the configuration examples above. LumiBot reads these values from your environment or a .env file when the strategy starts.

Q: What are the Tradovate client ID and secret called in LumiBot?

The client ID goes in TRADOVATE_CID and the secret goes in TRADOVATE_SECRET. You get both when you create an API application in your Tradovate dashboard. The Tradovate API documentation describes the API itself.

Q: How do I switch between a Tradovate demo account and a live account?

Use TRADOVATE_IS_PAPER. It defaults to true, which sends orders to Tradovate’s demo API. Set it to false to use the live API with real money. Start in demo mode until you trust your strategy.

Q: How do I pick which futures contract to trade?

Use a continuous futures asset, such as Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE). When you place an order, LumiBot turns it into the current contract month in Tradovate’s format (for example MNQZ5). See Futures Trading for more on futures assets.

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Important

Tradovate does not provide market data. You must use a separate data source for live trading. Recommended data sources include DataBento, ProjectX, or Interactive Brokers (all support futures data).

Tradovate is a futures broker that provides access to CME Group markets. This guide will help you set up Tradovate with Lumibot for futures trading.

Getting Started¶

To get started with Tradovate, you’ll need:

A Tradovate account (create one at tradeovate.com)
API credentials from your Tradovate dashboard
A separate data source for market data

Obtaining API Credentials¶

Log into your Tradovate account
Navigate to the API section in your dashboard
Create a new API application to get your credentials
Note down your: - Username - Dedicated Password (for API access) - CID (Client ID) - Secret

Required Environment Variables¶

Required Tradovate Environment Variables¶
Variable	Description
`TRADOVATE_USERNAME`	Your Tradovate username
`TRADOVATE_DEDICATED_PASSWORD`	Your dedicated API password (not your login password)
`TRADOVATE_CID`	Your Client ID from Tradovate API dashboard
`TRADOVATE_SECRET`	Your Secret from Tradovate API dashboard

Optional Environment Variables¶

Optional Tradovate Environment Variables¶
Variable	Description
`TRADOVATE_IS_PAPER`	Set to `true` for demo trading, `false` for live (default: `true`)
`TRADOVATE_APP_ID`	Application identifier (default: `Lumibot`)
`TRADOVATE_APP_VERSION`	Application version (default: `1.0`)
`TRADOVATE_MD_URL`	Market data URL override (not recommended)

Configuration Examples¶

Paper Trading Configuration:

# Required credentials
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# Use paper trading (default)
TRADOVATE_IS_PAPER=true

# Set Tradovate as broker with separate data source
TRADING_BROKER=tradovate
DATA_SOURCE=databento  # or projectx, ibrest, ib

Live Trading Configuration:

# Required credentials
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# Enable live trading
TRADOVATE_IS_PAPER=false

# Set Tradovate as broker with separate data source
TRADING_BROKER=tradovate
DATA_SOURCE=databento

Broker + Data Source Combinations¶

Since Tradovate doesn’t provide market data, you must configure a separate data source. Here are the supported combinations:

Tradovate + DataBento (Recommended for Futures)

# Tradovate broker
TRADING_BROKER=tradovate
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# DataBento data source
DATA_SOURCE=databento
DATABENTO_API_KEY=your_databento_key

Tradovate + ProjectX

# Tradovate broker
TRADING_BROKER=tradovate
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# ProjectX data source
DATA_SOURCE=projectx
PROJECTX_TOPONEFUTURES_API_KEY=your_projectx_key
PROJECTX_TOPONEFUTURES_USERNAME=your_projectx_username
PROJECTX_FIRM=toponefutures

Tradovate + Interactive Brokers (REST API)

# Tradovate broker
TRADING_BROKER=tradovate
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# Interactive Brokers data source (REST API)
DATA_SOURCE=ibrest
IB_USERNAME=your_ib_username
IB_PASSWORD=your_ib_password

Tradovate + Interactive Brokers (Legacy TWS)

# Tradovate broker
TRADING_BROKER=tradovate
TRADOVATE_USERNAME=your_username
TRADOVATE_DEDICATED_PASSWORD=your_api_password
TRADOVATE_CID=your_client_id
TRADOVATE_SECRET=your_secret_key

# Interactive Brokers data source (Legacy TWS)
DATA_SOURCE=ib
INTERACTIVE_BROKERS_IP=127.0.0.1
INTERACTIVE_BROKERS_PORT=7497
INTERACTIVE_BROKERS_CLIENT_ID=1

Running Your Strategy¶

Method 1: Using Environment Variables (Recommended)

Set your environment variables as shown above, then run your strategy:

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

class MyFuturesStrategy(Strategy):
    def initialize(self):
        self.sleeptime = "1M"  # Run every minute
        # Use continuous futures contracts (recommended approach)
        self.asset = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)

    def on_trading_iteration(self):
        # Your futures trading logic here
        price = self.get_last_price(self.asset)
        self.log_message(f"{self.asset.symbol} price: {price}")

# Strategy will automatically use Tradovate + DataBento from environment
strategy = MyFuturesStrategy()
trader = Trader()
trader.add_strategy(strategy)
trader.run_all()

Futures Symbol Format¶

When trading futures with Tradovate, use Lumibot’s continuous futures format with Asset objects:

from lumibot.entities import Asset

# Recommended approach - continuous futures
mes_asset = Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE)  # Micro E-mini S&P 500
es_asset = Asset("ES", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini S&P 500
nq_asset = Asset("NQ", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini NASDAQ
ym_asset = Asset("YM", asset_type=Asset.AssetType.CONT_FUTURE)    # E-mini Dow

Common Futures Symbols¶
Symbol	Description
`MES`	Micro E-mini S&P 500 futures
`ES`	E-mini S&P 500 futures
`NQ`	E-mini NASDAQ futures
`YM`	E-mini Dow futures
`RTY`	E-mini Russell 2000 futures
`CL`	Crude Oil futures
`GC`	Gold futures
`ZN`	10-Year Treasury Note futures

Note

Using continuous futures (CONT_FUTURE) is recommended as Lumibot automatically handles contract rollover and expiration dates.

Important Notes¶

No Market Data: Tradovate does not provide market data. You must configure a separate data source.
Data Source Pricing: You’ll need to pay for market data through your chosen data source (DataBento, ProjectX, etc.).
Futures Only: Tradovate specializes in futures contracts. Stocks and options are not supported.

Paper vs Live: Always start with paper trading (TRADOVATE_IS_PAPER=true) to test your strategies.
API Limits: Be aware of Tradovate’s API rate limits. Lumibot handles this automatically, but excessive requests may be throttled.
Account Requirements: Ensure your Tradovate account has sufficient margin for futures trading.
Timezone: Tradovate operates in US Central Time. Lumibot handles timezone conversions automatically.

Troubleshooting¶

Authentication Issues

Verify your credentials are correct
Ensure you’re using the dedicated API password, not your login password
Check that your CID and Secret match your API application

Connection Problems

Confirm your internet connection is stable
Check if Tradovate’s API is experiencing downtime
Verify your account is in good standing

Data Issues

Remember that Tradovate doesn’t provide market data
Ensure your separate data source is properly configured
Check that your data source supports the symbols you’re trading

Trading Issues

Verify your account has sufficient margin
Check that you’re trading during market hours
Ensure the contract symbols are correctly formatted

For additional support, consult the Tradovate API documentation or contact Tradovate support directly.

Frequently asked questions¶

Is Tradovate a broker?¶

Yes. Tradovate is a futures broker for CME Group markets. LumiBot connects to it as a live trading broker when you set TRADING_BROKER=tradovate and add your Tradovate API credentials.

How do I connect LumiBot to Tradovate?¶

Set four environment variables: TRADOVATE_USERNAME, TRADOVATE_DEDICATED_PASSWORD, TRADOVATE_CID and TRADOVATE_SECRET. Then set TRADING_BROKER=tradovate and a separate DATA_SOURCE, as shown in the configuration examples above.

LumiBot reads these values from your environment or a .env file when the strategy starts.

What are the Tradovate client ID and secret called in LumiBot?¶

The client ID goes in TRADOVATE_CID and the secret goes in TRADOVATE_SECRET. You get both when you create an API application in your Tradovate dashboard. The Tradovate API documentation describes the API itself.

Does Tradovate give LumiBot market data?¶

No. Plan on a separate data source for prices. DataBento, ProjectX and Interactive Brokers all work with Tradovate as the broker. Set the one you pick with DATA_SOURCE, for example DATA_SOURCE=databento.

How do I switch between a Tradovate demo account and a live account?¶

Use TRADOVATE_IS_PAPER. It defaults to true, which sends orders to Tradovate’s demo API. Set it to false to use the live API with real money. Start in demo mode until you trust your strategy.

Why does Tradovate reject my login?¶

The most common cause is using your normal login password. LumiBot needs the dedicated API password in TRADOVATE_DEDICATED_PASSWORD. Also check that TRADOVATE_CID and TRADOVATE_SECRET come from the same API application.

LumiBot renews the Tradovate access token on its own before it expires, so a long running bot does not need you to log in again.

Which order types can I use with Tradovate?¶

Market, limit, stop and stop limit orders. Any other order type is sent as a market order and LumiBot logs a warning, so stick to these four.

Changing an open order in place is not built in yet. Cancel the order and place a new one instead.

Can I trade stocks or options on Tradovate with LumiBot?¶

No. The Tradovate integration is for futures only.

How do I pick which futures contract to trade?¶

Use a continuous futures asset, such as Asset("MES", asset_type=Asset.AssetType.CONT_FUTURE). When you place an order, LumiBot turns it into the current contract month in Tradovate’s format (for example MNQZ5). See Futures Trading for more on futures assets.