I am starting this journal to document progress on using Interactive Brokers to algorithmic trade. I will be starting from 0 and going through the steps. This took about 3-6 months of planning, learning different brokers and APIs, and finally it seems IB is the path of least effort. The initial strategy will be to buy low and sell high, hopefully it can be improved as we go along The roadmap: Stage 0: The Setup OS: Debian Jessie Software: IB Gateway only https://www.interactivebrokers.com/en/index.php?f=16454 Loader: ib-controller https://github.com/ib-controller/ib-controller Stage 1: The Configuration Core: Erlang for io/logic/calculation, C if Erlang logic/calc is too slow Supplement: Python for API interaction with IB API Wrapper: swigibpy https://github.com/Komnomnomnom/swigibpy Stage 2: Order entry and logging Stage 3: The Data Streaming: Try IBrokers EndOfDay: Try IBrokers Better solutions: Do tell? Stage 4 -> ∞: The analysis KISS and try a simple one Abnormal option volume Pairs trading (hard to find the pairs) Gap and go ∞ Stage 5: Paper trade Let us start with Stage 0.