# nautilus_trader | Nautech Systems | Knowledge Base | Instagit

A high-performance algorithmic trading platform and event-driven backtester

GitHub Stars: 19.3k

Repository: https://github.com/nautechsystems/nautilus_trader

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## Articles

### [How to Track and Manage Positions Across Multiple Venues in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-track-manage-positions-multiple-venues)

Learn how to track and manage positions across multiple venues in Nautilus Trader. Utilize its in-memory cache and venue indexes for efficient exchange reconciliation and a unified portfolio view.

- Tags: how-to-guide
- Published: 2026-02-19

### [How to Create Custom Data Types for Proprietary Feeds in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-create-custom-data-types-proprietary-feeds)

Learn to create custom data types for proprietary feeds in Nautilus Trader. Define frozen dataclasses, wrap data with CustomData, and emit via LiveMarketDataClient for strategy subscription.

- Tags: how-to-guide
- Published: 2026-02-19

### [How to Extend Nautilus Trader with Custom Adapters: A Complete Implementation Guide](/nautechsystems/nautilus_trader/how-to-extend-system-custom-adapters)

Learn how to extend Nautilus Trader with custom adapters. Implement custom live market data or execution clients by inheriting from base classes and overriding key methods.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Run the Rust and Python Test Suites for Nautilus Trader](/nautechsystems/nautilus_trader/how-to-run-rust-python-test-suites)

Easily run Rust and Python tests for Nautilus Trader using simple make commands. Ensure your codebase is robust by executing `make cargo-test` and `make pytest` after dependency installation.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Configure Logging Levels and Output Formats in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-configure-logging-levels-output-formats)

Learn to configure logging levels and output formats in Nautilus Trader. Use LoggingConfig to control console and file settings and initialize the Rust-backed logger efficiently.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Use Streaming Writers for Real-Time Data Persistence in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-use-streaming-writers-real-time-data-persistence)

Persist live market data in real-time using Nautilus Trader streaming writers. Easily save data to Feather files with automatic rotation and per-instrument handling.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Handle Margin Modeling for Futures and Options in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-handle-margin-modeling-futures-options)

Learn margin modeling for futures and options in Nautilus Trader. Explore interchangeable margin models for flexible margin calculation to meet your trading needs.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Aggregate Ticks into Bars with Custom Rules in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-aggregate-ticks-bars-custom-rules)

Aggregate ticks into bars with custom rules in Nautilus Trader using built-in classes or by subclassing BarAggregator. Easily implement your own emission logic for powerful trading analytics.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Use Contingency Orders (OCO, OTO, OUO) in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-use-contingency-orders-oco-oto-ouo)

Master contingency orders in Nautilus Trader. Learn to implement OCO, OTO, and OUO strategies using the ContingencyType enum and OrderFactory API for efficient trading.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Use Actors and Signals for Messaging Between Components in NautilusTrader](/nautechsystems/nautilus_trader/how-to-use-actors-signals-messaging-components)

Learn how to send messages between components in NautilusTrader using actors and signals. Publish and receive signals asynchronously with the MessageBus for decoupled communication.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Debug Strategy Logic and Inspect Internal State in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-debug-strategy-logic-inspect-internal-state)

Debug Nautilus Trader strategy logic by enabling DEBUG logging and inspecting self.cache and self.portfolio attributes to trace real-time state without code modification.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Configure the Interactive Brokers Adapter in NautilusTrader: A Complete Setup Guide](/nautechsystems/nautilus_trader/how-to-configure-interactive-brokers-adapter)

Learn to configure the Interactive Brokers adapter in NautilusTrader. This guide covers installation, setup for TWS or IB Gateway, and passing configurations for a seamless trading experience.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Optimize Backtest Performance for Large Datasets in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-optimize-backtest-performance-large-datasets)

Optimize backtest performance for large datasets in Nautilus Trader. Learn techniques to reduce execution time by over 70% processing multi-gigabyte catalogs.

- Tags: performance
- Published: 2026-02-16

### [How to Serialize Trading Data with Arrow/Parquet in Nautilus Trader: A Complete Guide](/nautechsystems/nautilus_trader/how-to-serialize-trading-data-arrow-parquet)

Learn to serialize trading data with Arrow Parquet in Nautilus Trader. This guide covers high-performance storage for market data and order books using ArrowSerializer and ParquetDataCatalog.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Choose Between High-Precision and Standard-Precision Modes in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-choose-high-precision-standard-precision-modes)

Learn how to choose between high-precision and standard-precision modes in Nautilus Trader. Optimize performance or gain decimal accuracy for your trading strategies. Select the right precision easily.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Process Order Book Data and Build L2/L3 Books in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-process-order-book-data-build-l2-l3-books)

Learn to process order book data and build L2 L3 books in Nautilus Trader using BookType L2_MBP or L3_MBO. Feed OrderBookDelta objects to track market depth in real-time.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Use Built-In Indicators in NautilusTrader Trading Strategies](/nautechsystems/nautilus_trader/how-to-use-built-in-indicators-strategies)

Learn how to use built-in indicators in NautilusTrader trading strategies. Instantiate, register, and read indicator data using C-extension classes for powerful trading signals and efficient development.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Configure Fill Models and Fee Models for Backtesting in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-configure-fill-models-fee-models-backtesting)

Learn to configure fill models and fee models for backtesting in Nautilus Trader. Dynamically adjust simulation behavior with simple method calls for effective strategy testing.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Configure Risk Engine Settings in Nautilus Trader: A Complete Guide](/nautechsystems/nautilus_trader/how-to-configure-risk-engine-settings)

Master Nautilus Trader risk engine settings. Learn to configure risk for backtests and live trading with this complete guide. Optimize your trading strategies today.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Use the Cache and Message Bus for Inter-Component Communication in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-use-cache-message-bus-inter-component-communication)

Learn to use the Nautilus Trader cache as an in-memory database and the message bus for pub/sub communication between strategies, execution engines, and risk managers.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Run a Backtest with Custom CSV Data in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-run-backtest-custom-csv-data)

Learn to run a backtest with custom CSV data in Nautilus Trader. Easily load your data resolve bars and inject into the backtest engine for powerful strategy testing. Get started today

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Connect to Binance for Live Trading with Nautilus Trader](/nautechsystems/nautilus_trader/how-to-connect-binance-live-trading)

Connect to Binance for live trading with Nautilus Trader. Follow our guide to set up API credentials, register clients, and launch your event-driven trading engine for seamless execution.

- Tags: how-to-guide
- Published: 2026-02-16

### [How to Create a Custom Trading Strategy in Nautilus Trader](/nautechsystems/nautilus_trader/how-to-create-custom-trading-strategy)

Learn to create a custom trading strategy in Nautilus Trader. Define parameters, override event handlers, and integrate with a Trader for advanced trading.

- Tags: how-to-guide
- Published: 2026-02-16

### [How the Nautilus Trader ExecutionEngine Handles Order Submission, Fill Processing, and Venue Connectivity](/nautechsystems/nautilus_trader/how-does-the-executionengine-handle-order-submission-filling-and-venue-connectivity)

Discover how the Nautilus Trader ExecutionEngine uses a Rust-based pipeline for seamless order submission fill processing and venue connectivity. Ensure deterministic trading.

- Tags: internals
- Published: 2026-02-16

### [Nautilus Trader RiskEngine Architecture: Order Validation and Risk Management Flow](/nautechsystems/nautilus_trader/what-is-the-architecture-and-flow-of-the-riskengine-for-order-validation-and-risk-management)

Explore the Nautilus Trader RiskEngine architecture and its order validation and risk management flow. Understand how it ensures instrument validity, manages limits, and secures trades.

- Tags: architecture
- Published: 2026-02-16

### [How the NautilusTrader Event-Driven Backtest Engine Processes Data and Executes Strategies Internally](/nautechsystems/nautilus_trader/how-does-the-nautilustrader-event-driven-backtest-engine-process-data-and-execute-strategies-internally)

Discover how the NautilusTrader event-driven backtest engine processes data and executes strategies. Learn about its deterministic clock, simulated exchanges, and strategy callbacks for high fidelity replication.

- Tags: internals
- Published: 2026-02-16