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 BrokersÂ’ 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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