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MATH-TWS: Connecting Mathematica to Interactive Brokers TWS

Posted 24 days ago
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MATH-TWS is a new Mathematica package that connects Wolfram Mathematica to the Interactive Brokers TWS platform via the C++ API. It enables the user to retrieve information from TWS on accounts, portfolios and positions, as well as historical and real-time market data. MATH-TWS also enables the user to place and amend orders and obtain execution confirmations from Mathematica.

I have wanted a way to connect Wolfram Mathematica to Interactive Brokers’ Trader Workstation for the longest time. Now that it is finally available with MATH-TWS I am excited by the possibilities for Mathematica users.

The first release of MATH-TWS will be available within a couple of weeks. Anyone interested in licensing a copy should email algorithmicexecution@gmail.com with MATH-TWS in the subject line.

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3 Replies

enter image description here - Congratulations! This post is now a Staff Pick as distinguished by a badge on your profile! Thank you, keep it coming, and consider contributing your work to the The Notebook Archive!

@Jonathan, could you please attach the Mathematica notebook to your post as file?

Jonathan

I am a great follower of your work and would very much like to discuss this MATH-TWS package with you so that we at WRI could make it available to many of our finance users. This could either be done as a partnership or you could provide the package as a third party add-on. Advertising your package on our site would be the best way to make it available to Mathematica users.

Best Regards Dr Michael Kelly Senior Finance consultant at WRI mkelly@wolfram.com

Posted 6 days ago

That's AMAZING!!! Anyway, your blogs are also super insightful.

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