diff --git a/tests/test_questrade.py b/tests/test_questrade.py
new file mode 100644
index 00000000..7ba2db5a
--- /dev/null
+++ b/tests/test_questrade.py
@@ -0,0 +1,68 @@
+"""
+Questrade broker testing
+"""
+from trio.testing import trio_test
+from piker.brokers import questrade as qt
+
+
+_ex_quote = {
+    "VWAP": 7.383792,
+    "askPrice": 7.56,
+    "askSize": 2,
+    "bidPrice": 6.1,
+    "bidSize": 2,
+    "delay": 0,
+    "high52w": 9.68,
+    "highPrice": 8,
+    "isHalted": 'false',
+    "lastTradePrice": 6.96,
+    "lastTradePriceTrHrs": 6.97,
+    "lastTradeSize": 2000,
+    "lastTradeTick": "Down",
+    "lastTradeTime": "2018-02-07T15:59:59.259000-05:00",
+    "low52w": 1.03,
+    "lowPrice": 6.88,
+    "openPrice": 7.64,
+    "symbol": "EMH.VN",
+    "symbolId": 10164524,
+    "tier": "",
+    "volume": 5357805
+}
+
+
+def match_packet(symbols, quotes):
+    """Verify target ``symbols`` match keys in ``quotes`` packet.
+    """
+    assert len(quotes) == len(symbols)
+    for ticker in symbols:
+        quote = quotes.pop(ticker)
+
+        # verify the quote packet format hasn't changed
+        for key in _ex_quote:
+            quote.pop(key)
+
+        # no additional fields either
+        assert not quote
+
+    # not more quotes then in target set
+    assert not quotes
+
+
+@trio_test
+async def test_batched_stock_quote(us_symbols):
+    """Use the client stock quote api and verify quote response format.
+    """
+    async with qt.get_client() as client:
+        quotes = await client.quote(us_symbols)
+        assert len(quotes) == len(us_symbols)
+        match_packet(us_symbols, quotes)
+
+
+@trio_test
+async def test_quoter_context(us_symbols):
+    """Test that a quoter "context" used by the data feed daemon.
+    """
+    async with qt.get_client() as client:
+        quoter = await qt.quoter(client, us_symbols)
+        quotes = await quoter(us_symbols)
+        match_packet(us_symbols, quotes)