Really? IB does list C++ support for their API according to their API page. http://interactivebrokers.github.io/tws-api/ See the red bar at the top of that page.
heavenskrow, I really enjoyed NinjaTrader automated programming software and love their Technical Support. Very helpful and easy to use. I recommend NinjaTrader for newbies because of their Strategy Builder Wizard.
Identify the api's to used for your project, use the the same programming language. Otherwise you will be adding a layer of complexity.
The bigger picture is this. If you have multiple threads of execution in your trading program utilizing multiple cores, vying for access to the same data, independently updating it, then you're going up against seriously difficult locking problems that you are in no way equipped to handle (who is really?, super hard problem as complexity rises). Learn Clojure. It has immutable data structures and software transactional memory.
A non-problem if you instead avoid the anti-pattern of updating data in-place. In practice though, you update data until you need to avoid it, because the problem is rare and memory is cheap. No need for functional programming unless it provides additional benefits and one is comfortable with such programming. Often programmers make their own conventions, thus negating benefits, by making solution more obscure and convoluted (ie. one of many ways to solve the same problem, so hard to assess and even learn the solution). This is why I like Golang, as a naive implementation is often optimized well enough and don't expend useless cycles on unnecessary operations, and someone else would probably arrive at a very similar structuring if following a naive/direct approach.
I don’t understand why this is even a discussion. Google for algorithmic trading examples, blogs, etc. It’s all Python. Yes it’s slow but you won’t spend 30pc of your time finding how to parse a file or manipulate an array like structure, and you’ll be able to reuse so much freely available code. (Fwiw I use Python and Clojure, and spent a lot of time with Java, mostly because back when I started IB didn’t have a Python API)
I import data (quotes, trades, etc.) into Microsoft Access and do analysis with queries (SQL - structured query language) and functions written in VBA (Visual BASIC for applications). I've also found Access to be useful to write one's own option backtesting software.
Python does seem like a very good choice. To those of you recommending it. What would some resources to get started be? What are YOU currently doing with Python? I have a statistical application outputting data in spreadsheets (Excel) made by someone else. Would love to rebuild it on my own from scratch with some improvements and be in full control of everything. If I wanted to work with tabular data in Python would I need to integrate with Excel or some similar spreadsheet software?