I like IbPy, an automated (ANTLR) translation of IB's Java API to python, along with numpy and matplotlib. But I'm not trying to compete with the high frequency traders.
I got some requests for more info so I thought I should make a follow up post. For those who like python, this is a great option.
This will work with both the TWS demo and the simulator. It is absolutely a minimum system: you have to watch the TWS window to see the trades and profit/loss...
Hello all,
If anyone is interested, I posted a bare-bones example of a system for IB's TWS in python that includes plotting realtime quotes with matplotlib, and does actual trade executions using the world's dumbest trading logic. It's a trend following moving average system that generates a...