Interactive Broker API
Jeff Ryan wrote:
You can now (with IBrokers and R) pull data from a secondary source (of your own API/etc) and use IB to execute. This is probably the smartest route if you require top-notch feeds. Coding this isn't entirely trivial, but is easy enough. I may (or may not) be making a DTN interface available, though the structure of the terms on that from DTN make open-source not possible. Contact me off list if you are interested.
Of course, I am not a lawyer, but at least in the United States, courts have repeatedly held that API's for a commercial software product cannot be held to be "confidential", and that writing your own code to interface to those API's is legal. Thus Samba for connecting to windows-style file shares. As such, an open source connector to the DTN API would likely violate no law in the United States. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock