As has been pointed out by others, it is indeed very strange that Wolfram Mathematica, which prides itself on its connectivity, should to continue to operate without the ability to connect to common trading platforms other than Bloomberg, while competitor products have offered such connectivity for years. This has been a source of frustration for financial analysts like myself who, when it comes to moving from theory to implementation, have been obliged to re-develop applications in other programming languages. In my view the lack of the critical functionality has severely slowed the rate of adoption of MMA and WL by financial professionals, especially those operating in algorithmic trading and, as a consequence, MMA has been surpassed by the likes of R, Python and Matlab in that arena.
This is a great pity. Mathematica has made enormous strides in the area of finance since I began using the product around version 8, with the introduction of superb capabilities such as modeling stochastic processes and financial derivatives. It could very easily move to the front of the pack by incorporating the ability to link to trading platforms, enabling financial researchers to test their investment strategies and even put them into production from within the MMA environment, as is commonly done with Matlab at present.
I am puzzled as to the reason for this obvious (and easily corrected) deficiency. Perhaps Wolfram is still holding on to the idea of trying monetize its Finance platform?
In any event, I now have two developers who have volunteered to work on this, one using the Java api and another using REST endpoints. We will see what they are able to come up with.