What is programmed trading? As the name implies, trading is realized through programming, which is actually different from the definition of quantitative trading. In China, at the futures end, the interfaces are all open, so it should not be difficult for people who know programming to place orders. In the A-share market, at present, the CSRC does not allow the market to be forwarded outside the computer room, nor does it allow brokers to open their interfaces to individuals. For many people, the greater demand should be the programmatic trading of A shares. Simply put, A-share programmatic transactions are mainly divided into two categories. One is to realize programmatic trading according to the platform provided by brokers, such as Kuanrui System, Guo Xin TS, CITIC CATS, Hang Seng PB, Zhongtai XTP, etc. , and formulate strategies on this kind of system platform to realize the legal compliance of programmed transactions; The other nature is to build your own platform. Of course, this is very difficult. First, the source of data is a difficult problem. After collecting the data, the second is to build a platform, the third is to formulate a strategy, and the last is to realize the trading order. However, the realization of the order involves the order interface of the brokerage firm, which is another difficult problem. Of course, many online python development platforms have appeared in the last two years, which can be used to simulate strategies, such as rice basket and wide gathering, and can be used to develop simple medium and low frequency strategies. On the whole, it is not recommended for individuals to build a platform to realize programmatic transactions, and the workload is too great for individuals to handle.