Anyone who already have done the following before can give me help with charge. Forgive my short English since I am newbie in NYSE. ******************************************************** Help wanted to use API to 1) get current price (every 30 seconds or every one-minute) for personal watch list (400 equities similar to SnP500) , stored as text file in Tab in my local PC, as a matrix with 100 rows (last 100 daily closes) and 400 columns(400 equities) 2) After preparing the OrderMatrix, prepared myself using other software, with the following form "20141224","AXP","BUY","12.00","11.2", "100" "20141224","AXP","BUY","11.50","10.6", "200" "20141224","DD" ,"SELL","32.00","32.80", "100" which means that A)as soon as currnet price of AXP hits $12.00,start to BUY order 100 shares of $11.20 B)as soon as currnet price of DD (my personal holding portfolio) hits $32.00,start to SELL order 100 shares of $32.80 *************************************************** Please note that 1) I heard that IB allows ONLY 100 watch list so that other service might be needed for 400 instead of 100. 2) Both are contingent order, but B) can be regarded as regular limit order, if I program the $32 to $40. 3) For the past historical daily close, it is well known to use free R commands install.packages("quantmod") library(quantmod) getSymbols("AXP",from ="2014-01-01",to="2014-08-28") 4) However, for the one-min price of AXP during 9:30 and 4:00, other non-free service might be needed. 5) Hopefully, R is preferred based on my past language experience but Python is second choice. Thanks for reading. -Jay