I write IB API applications in C++ all the time, many with GUI. I have no problems at all due to the blocking calls or Unicode. Also, I recommend using the "TwsApiCpp" class library here: https://github.com/JanBoonen/TwsApiCpp I use this exclusively in my apps for IB API connectivity.
Thanks Steve, it's a very useful suggestion. Since I'm not an advanced programmer, just developing some Algos in C# within a good platform such as Ninjatrader, I've been wondering something: Since Ninjatrader connects to the Interactivebrokers's Api, will it make sense to develop and work with your algo directly in the Api ? Having in mind several aspects: time and money in developing, then: overall performance, flexibility, security... I think the performance would it better but the effort needed is huge for a non so advanced-programmer. Thanks
I doubt there's much latency between the C# layer in Ninja and the IB API. Unless you're planning on doing HFT. You're better off sticking with the language you're most familiar with instead of chasing a few microseconds in an unfamiliar one.
HFT ? LOL I will be left like this . For that area you need a lot of money, the best co-location, hardware, brains...etc and yet you could lose money. Yes it makes sense in regards to performance and easy development, but there're other aspects to think of, such as info security, flexibility to do certain operations...etc