cTrader trading, from one binary

FX + CFDs (cTrader brokers). Backtest a strategy against stored cTrader data, run it on paper, then mount the same engine live — the code that trades is the code the backtest ran. cTrader mounts paper by default: credentials arm it, and a per-venue ceiling in your policy file caps it.

live exec + recon Live execution, with a reconciliation client that diffs the venue's own report against local state.

What the cTrader bridge does

Execution

Live execution over a protobuf socket

Reconciliation

Dedicated authed protobuf socket · periodic interval

Market data

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Connects synchronously at mount — a connect failure demotes the venue to paper for the session. Quarantine-first rollout.

Order types and flags

What the cTrader bridge can send. These are the venue's own capabilities as the platform records them — where a venue cannot do something, the table says so instead of pretending otherwise.

Order kinds market · limit · stop
Triggers stop-loss
Amend a resting order supported, but the platform does not pin what an amended quantity means here
Post-only not supported
Reduce-only not supported
Multi-leg / combo not supported
Batch submit no native batch endpoint — orders are sent one at a time
Order attribution no attribution mechanism

Time in force

How each time-in-force resolves on cTrader. A coercion is stated rather than hidden: asking for one and silently getting another is the kind of divergence that shows up as a surprise fill.

RequestedWhat happensOn the wire
GTC never emitted on this venue —
IOC never emitted on this venue —
FOK never emitted on this venue —
GTD never emitted on this venue —
DAY never emitted on this venue —

Margin, data and modelled cost

Margin modes cross default: cross
Switching mode not applicable — this venue offers one mode
Live market data quotes · bars
Historical backfill no direct backfill from this venue
Modelled commission no commission modelled

⚠ The commission row is the backtest model — what the simulator charges on a fill for this venue, from the schedule the platform ships. It is not a quote of cTrader's live pricing, it models commission only, and spread, slippage and perpetual funding are separate paths. Check the venue's own current terms before sizing anything on it.

Nothing arms cTrader by accident

Absent credentials are the gate

No cTrader keys in your local credential store, and the venue mounts paper. That is the mechanism, not a setting you have to remember to leave alone.

A ceiling that can only refuse

A per-venue entry in your policy file caps what cTrader may do. It can lower a venue to paper; it can never promote one. A box with no such table mounts every venue on paper.

Keys stay on your machine

One file in your own project folder. No cloud, no account. Keys reach child processes through the environment rather than the command line, and are redacted from logs.

Agent writes are previewed

If you drive cTrader from an agent, every order-writing call previews first and executes only against a token that preview issued. How that works.

Generated from the platform's own per-venue capability tables — this page cannot claim more than the code does. A venue cannot appear here without passing the execution and market-data conformance harnesses, and adding a venue fails those tables' tests until every one of them classifies it. Snapshot exported 2026-09-06.

Backtest cTrader. Then mount it.

Free. Source-available under FSL-1.1; every release becomes Apache-2.0 two years on.

Trading involves substantial risk of loss and is not suitable for every investor. Nothing on this page is investment, financial or trading advice. Vike is not affiliated with, endorsed by or acting as an agent of cTrader; the name is used only to identify the venue this software connects to. Venue availability, pricing and capabilities change — this page states what the shipped software wires today, not a promise about any venue's own service. Orders sent from your accounts remain your responsibility.