C++ API for Interactive Brokers??

Discussion in 'Trading Software' started by mindset, May 8, 2009.

  1. mindset

    mindset

    Hello Guys and Girls,

    I am new to using the API for interactive brokers and wondered if anybody is using the API currently?

    Does anybody have any solutions up and running using VS2008? Is it hard to get up and running if your a beginner in C++?

    The idea is for me to implement a automated trading strategy using C++ and IB API.

    I look forward to hearing from you,

    Thanks.
     
  2. Hi mindset,

    I have developed my own Trading application in C++ which can use the IB interface. To be honest I would not recommend developing a trading application for a beginner because it will turn out that it is not as easy as expected and it will take much more time than expected. The IB-api is finally only a kind of protocol definition wrapped in some C++ classes. If you want to develop a more sophisticated application you will not use the api in your app since it is not UNICODE aware and uses blocked socket-reading which can lead to bad UI-responses. So you will use the API only to get some insight into the protocol and do the real work yourself.
    A lot of apps are already available on the net – also for free. The more important is Ninja-Trader which already has a lot of users also here on ET. This might be helpful are you using NT and have some issues developing your own ATS.

    Daniel
     
    pstrusi likes this.
  3. Many traders and 3rd party software developers use the IB API.

    Why the choice of C++? How about Java?

    You can see an open source ATS written in Java for the IB API at http://code.google.com/p/jsystemtrader/

    With JSystemTrader it is rather straightforward to modify an existing strategy or write a new strategy, backtest it and run it in realtime.

    If you want to work with the order book there is JBookTrader http://code.google.com/p/jbooktrader/
     
  4. mindset

    mindset

    Hi Guys,

    So people say using Java is a better option, but surely C++ is the standard for coders out there to program IB API? There documentation for the C++ API seems amazing, not sure if they have a Java document,

    what would you suggest?

    me to learn JAVA or C++??

    Regards,

    Mindset
     
  5. Bob111

    Bob111

    C++, java..how about good old and easy VB6? or excel?

    search for yahoo TWSAPI group. plenty of examples over there
     
  6. In the IB API Users Guide the Java documentation is right after the C++ documentation.

    TWS itself is written in Java.

    I think you will find more uses for Java than for C++. I stopped using C++ years ago.
     
  7. mindset

    mindset

    Hello Guys,

    Does there exist a VS.net solution I can download and run for a IB API Client? Maybe a framework which I can alter,

    Basically I am getting VS2008 and I want to code some strategies I have in C++ using VS to buy and sell equities automatically,

    Does anybody know of a program which I can change easily in VS for me to do this?

    Or a solution in Java? The reason why I am put off with Java is I want to use VS2008 and I dont believe you can run and compile Java through it?

    Thanks,

    Mindset
     
  8. Bob111

    Bob111

  9. jimbo320

    jimbo320

    For the professional developer C++ rocks.

    I wrote my application in C++.

    I would say that if you 'know how to develop code' using any language you can use C++.

    Dont be scared of C++. Its fast, its efficient, and its the best.

    I have 125 ticker quoteboards and charts updating and my app footprint is 150k (depending on your backfill size), sitting at 5% cpu. Try that in java, .net.

    http://www.atrader.org
     
  10. Hi jimbo320,

    Totally agree. Nice application – how long does it take to develop atrader?
     
    #10     May 30, 2009