Looking where API for Interactive Broker is...

[pstrusi]

What I need: a lightweight solution to gather depth-of-market info. (and analyze later)

What I did so far: I opened an account in IB, transferred some money. Web access works, mobile access works.

Problem: I cannot find any reasonable API.

.......................

Perhaps this blog might give some help:
https://qoppac.blogspot.com/p/systematic-trading-start-here.html

 

[pstrusi]

Check this post that exactly talks about your problem:
https://qoppac.blogspot.com/2015/03/things-i-wish-interactive-brokers-would.html

 

[terr]

IB API, I think, was created directly on top of the TWS-centric internal API. That is why it is so awkward and info is sent piecemeal - because it is geared toward how TWS displays data, not toward external use.

I deal with a few dozen stock broker/exchange APIs. IB's is among the most awkward ones to use.

 

[traderbit]

@terr
we're starting fresh to implement automated options trading in some kind of headless/container based system. TWS meets these requirements but we're not married to it. Consensus seems to be implementation is a big hack.
Do you have an alternative recommendation for an API that does transactions (i.e. not just fetching historical data).
thanks a lot!