Too bad doesn't run on linux. If there's a FOSS in the stack, I expect the whole stack to be FOSS Thanks, -br
I don't really see R alone as suitable for automated trading. There are a ton of useful statistical, etc. functions (to analyze data), but to try and work within the confines of it to handle all of the aspects of trading would be more of a hack than the development of a real trading application. There are two solutions I recommend, depending on what you want to do: If you just want to use R to analyze data, then do as spacewiz does (and do I), and just import your data into R via a file. If you want to use the functions in R as a part of an automated trading application, then create it in a real programming language that interfaces to both IB and R. For example, code your program in C++ that interfaces to IB's C++ API and use Rcpp to interface to R. I thought about doing this at one point, but didn't get around to it. I didn't actually work out the details either, but something like this should work.