Nightly docs
Tutorials
These tutorials give step-by-step instructions for NautilusTrader features and workflows.
Most Python tutorials are Jupytext percent-format files in the docs tutorials directory. You can run these files directly as scripts or open them as notebooks with Jupytext. Rust tutorials use the commands shown on their pages.
- Latest: docs built from the
masterbranch for stable releases. See https://nautilustrader.io/docs/latest/tutorials/. - Nightly: docs built from the
developbranch for experimental features. See https://nautilustrader.io/docs/nightly/tutorials/.
Recommended order
If you are new to NautilusTrader, complete these tutorials in order:
- Quickstart: Run your first backtest in five minutes with synthetic data.
- Backtest (low-level API): Use
BacktestEnginedirectly with real market data and execution algorithms. - Backtest (high-level API): Run config-driven backtests
with
BacktestNodeand the Parquet data catalog. - Loading external data: Load CSV or other external data into the
ParquetDataCatalog(how-to guide). - Backtest with FX bar data: Backtest FX bars with rollover interest simulation.
- Select a topic-specific tutorial below.
Backtesting
| Tutorial | Description | Data |
|---|---|---|
| Backtest with FX Bar Data | EMA cross on FX bars with rollover simulation. | Sample |
| Backtest with Order Book Depth Data (Binance) | Order book imbalance strategy on depth data. | Sample or user-provided |
| Backtest with Order Book Depth Data (Bybit) | Order book imbalance strategy on depth data. | Sample or user-provided |
Data workflows
For task-oriented data recipes, see the how-to guides:
| Guide | Description | Data |
|---|---|---|
| Loading external data | Load external data into the ParquetDataCatalog. | User-provided |
| Data catalog with Databento | Set up a catalog with Databento schemas. | Databento API key |
Strategy patterns
| Tutorial | Description | Data |
|---|---|---|
| Mean Reversion with Proxy FX Data (AX Exchange) | Bollinger Band mean reversion on EURUSD-PERP. | TrueFX proxy |
| Gold Perpetual Book Imbalance (AX Exchange) | Order book imbalance on XAU-PERP. | Databento API key |
| On-Chain Grid Market Making with Short-Term Orders (dYdX) | Grid MM on dYdX v4 perpetuals. | Live API |
Options
| Tutorial | Description | Data |
|---|---|---|
| Options Data and Greeks (Bybit) | Stream Greeks and option chain snapshots. | Live API |
| Delta-Neutral Options Strategy (Bybit) | Short strangle with perpetual delta hedging. | Live API |
| Delta-Neutral Options Strategy (Derive) | Derive ETH strangle hedger with premium entry. | Live API |
Rust
| Tutorial | Description | Data |
|---|---|---|
| Book Imbalance Backtest (Betfair) | Book imbalance actor on Betfair L2 data. | User-provided |
| Composite Market Making on Lighter RWA with Databento EQUS NVDA | Signal-skewed MM on NVDA-PERP. | Databento + Lighter |
| Hurst/VPIN Directional Strategy (Kraken Futures) | Regime-filtered informed-flow strategy on PF_XBTUSD. | Tardis.dev |
Run Live Trading (Rust)
The LiveNode connects to real venues and data sources through adapter clients. This guide walks through a complete live trading setup using OKX as an example.
Mean Reversion with Proxy FX Data (AX Exchange)
This tutorial backtests a Bollinger-band mean-reversion strategy on EURUSD-PERP at AX Exchange using TrueFX EUR/USD spot ticks as a proxy.