NautilusTrader 2.0.0rc5 Release — Major Update to Rust-Based Event-Driven Trading Platform

Open-source trading platform NautilusTrader has released version 2.0.0rc5. Key improvements include HTTP streaming support, customizable portfolio statistics, a

NautilusTrader — Rust Core Event-Driven Platform · Release NautilusTrader 2.0.0rc5 · 2026-09-15

Open-source trading platform NautilusTrader has released version 2.0.0rc5. Key improvements include HTTP streaming support, customizable portfolio statistics, and batch data addition for the backtesting engine. Integration with major exchanges including Binance, Bybit, Hyperliquid, Kraken, OKX, and Polymarket has been strengthened, with Polymarket notably gaining position management and order modification features. Core infrastructure improvements span both Python and Rust, including OrderBook serialization, message bus streaming, and instrument data persistence.

weltiq perspective: For weltiq users leveraging NautilusTrader as a backtesting and execution engine, improved batch data processing performance and expanded multi-exchange support enhance strategy development and execution efficiency.

Release Notes Excerpt

NautilusTrader 2.0.0rc5 Released on 15th September 2026 (UTC). Enhancements Added client_id and endpoint filters to actor subscribe_socket_state Added a channel filter to actor subscribe_queue_state Added HttpClient::get_stream and HttpResponseStream for HTTP bodies consumed without full buffering Added publish_message(...) , subscribe_topic(...) , and unsubscribe_topic(...) for Python DataActor , Strategy , and ExecutionAlgorithm Added Cache APIs and Redis/PostgreSQL persistence for InstrumentClose data Added avg_px and report window fields to persisted execution reports Added optional BinaryOption.event_id with Python and Arrow support Added a causation_id property to every order event, an…

Source: https://github.com/nautechsystems/nautilus_trader/releases/tag/v2.0.0rc5