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Connect Mathematica to IB TWS

I'm looking for a programmer who can create an interface between Mathematica (11.3) and Interactive Brokers TWS application using one of the IB api's (C++, Java). The basic idea is to be able to retrieve data (stock prices, position information, etc) and send orders in a MMA Notebook.

There are some hints here

This kind of functionality has been available in Matlab for some time:

If anyone can recommend a programmer with the requisite skill set it would be much appreciated.
POSTED BY: Jonathan Kinlay
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Right! I'm game. I'll ping you because there are always so many details to consider and organize in this type of integration.
POSTED BY: Mitch Stonehocker

I've done loads of work over the years with investment banks, hedge funds and asset managers. I've always been semi-tempted to do something like this in M. The current version capabilities are much more amenable to your goal than even a year or two ago. But, I'm sure your aware of what the financial industry offers out of the box. So, why build in M? I always thought idea concepualization, and validation using historical data. Then model rule paramiterization followed by result measurement and backtest validation. These are tasks M is well suited for rather than order routing, management, and processing. IMO. Nevertheless, I'm very sure what your asking can be done in M.
POSTED BY: Mitch Stonehocker

Hi Mitch, I agree that Mathematica is not particularly well-suited to order routing, management, and processing. But that's not really what it would be required to do - all of those functions would be handled by IB TWS. All Mathematica has to do is interact with TWS via the api.

Matlab and Python have become lead technologies in the field of (low frequency) algo trading, thanks in large part to their ability to connect to various trading platforms for live and simulated trading. No reasons why Mathematica should continue to miss out on that opportunity.

I agree that implementing a connection to the IB TWS api from Mathematica seems like a straightforward task, but so far no-one has succeeded in doing it, so far as I am aware.
POSTED BY: Jonathan Kinlay
POSTED BY: Jonathan Kinlay
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