Hello, Does anyone know where I can find extensive documentation about how to use Python in conjunction with IB: - to get real time data feeds - send orders on the Fix protocol Must would be with some scripts examples. (I know Python is slower than some compiled languages but I'd like to go with it for my own reasons). Thks!
Hi, You may want to take a look at https://github.com/blampe/IbPy It works with TWS API but doesn't support FIX.
Make sure you contact IB before writing software for their FIX interface: they have volume requirements and a deposit is needed.