Hi all, I have been searching this for a while... What is the best open source C++ real time trading system (working with IB) out there, covering from data collection to order execution? Hopefully on Windows XP and Visual C++? I am hoping to download tick data of market depth of 500+ stocks in real time from Interactive Brokers. Is it possible? Thanks I saw many Java trading systems, but not C++, ... any thoughts? Thanks a lot!
Here you go: http://www.tradeproject.de You'll have to use the Google language translator to read the website that is in German. Also, PM a forum user named TrailingStop3. He is the author of this platform.
I just check the current API UG: http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm You should be able to do what you want by extending the C++ API's reqMktDepth, reqMktData, etc. You have some programming to do but I think it's doable.
PLEASE SEE MY ORIGINAL POST: 1) use the Google page translator - it works well to convert to English 2) please PM the author about a deal to secure the source code Please read the reply posts carefully before reacting....you're acting like a "loose cannon" right now.
No no I used Google translator. What I meant was if the source code GUI was in Germany, then I have no way to change one by one... If you look at the screen shots, they are in Germany... that's what I meant. Of course I respected your suggestions and did the translation...thanks!