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If you want to stay in Excel, you can also use the Microsoft ODBC text driver, which allows you to treat csv files like database tables and run SQL queries against them. You would also need to install the Excel ODBC add in for that. There are some bugs with the installation program for that, so...

You have two choices. The first is to google for something called, I believe, IBNet. It's an old port to C# of the Java API. It isn't supported anymore though. If you search the IB forums, you'll find areference to it. Another thing you can do, which you will also find hinted at in the IB...