Have you written an application to interface your trading application with IB via their API's? I am thinking about doing this with a system that trades frequently, but wanted to get input first: - What development language did you use - Java, C++, DDE? - How robust and reliable is the IB-provided API set? - Are there any routines available via the samples or elsewhere to build price bars out of the data stream? - Did you build in checks to make sure a maximum position size is not exceed and how easy is that? - How about processing exception conditions - how robust are the API's? - Was the demo account access a near 100% simulation that allowed you to test the trading strategy, risk mgt (ie, position limit checks mentioned above), and exception conditions? - Finally, how has it worked when trading for real - what was the overall experience? - How closely do you need to watch it to make sure it's executing as expected - check in every hour, every day, every week???