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 firstname.lastname@example.org with MATH-TWS in the subject line.
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@Jonathan, could you please attach the Mathematica notebook to your post as file?
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.
Dr Michael Kelly
Senior Finance consultant at WRI
That's AMAZING!!! Anyway, your blogs are also super insightful.