trading-shim Frequently Asked Questions

Other Voices trading-shim Frequently Asked Questions

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trading-shim Frequently Asked Questions
Certain recurring questions tend to come up in mailing list and support contexts; the links below address or point to further resources about the most common areas of inquiry.
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Other voices - connection to the TWS

The Jump links are: here

There are voices other than ours working on source available interfaces to connect to the TWS through the socket inteface. We collect some here.

Language (and License)	Website or URL	Developer
C++ (GPL)	Trading shim	Devels mailing list
C++ (unk)	Lightweight TWSAPI C++ library wrapper (then go to Files -> C++ Code)	Jan Boonen
C (BSD)	C language API for TWS	Slavcho Nikolov
Java (BSD variant)	HSQLDB Java SQL relational database engine	Thomas Mueller, et al. [ used in TWS ]
Java	IBdemo (Alternate location)	Vic Szmyd
Java (LGPL)	IBTrader	Gabor Liptak
Java (LGPL)	JDOM light weight Java API to manipulate XML	Jason Hunter, et al. [ used in TWS ]
Java (LGPL)	JFreeChart	David Gilbert, et al. [ used in TWS ]
Java (new BSD)	JSystemTrader	Florent Guiliani, et al.
Java (GPL) Matlab connector	CCAPI Patton code (BSD) and CCAPI-Matlab connector	ActiveStocks.EU, Rene Nederhand
Java (LGPL)	Mondrian Java OLAP server	Julian Hyde, et al. [ used in TWS ]
perl ('same terms as Perl itself')	perl-Finance-InteractiveBrokers-TWS	Jay Strauss
Python (BSD)	IBPy - and - ProfitPy	Troy Melhase mailing list
R (GPL)	ib notes	Vincent Andres
Java (LGPL)	ROME Java tools for managing RSS and Atom feeds	Alejandro Abdelnur, et al. [ used in TWS ]
Ruby (GPL)	IB-Ruby	Paul Legato
N/A	Yahoo forum	mailing list
N/A	Chuck Caplan wiki	wiki

Note: We strive to get license information correct; please send a email report if you note a possible error to: herrold@trading-shim.org citing any questioned matter.

Available Source Efforts - Libraries, Visualization and Trading Platforms - Platform neutral

These platforms either explicitly support indicator computation, visualization, or trading through IB and the TWS, or appear well suited to such an effort.

C++ (BSD)	TA Lib (library)	Devels
C++ (BSD)	QuantLib (library) hooks to a spreadsheet	Devels
Java	JQuantLib
C and others (freeware)	gnuplot	Contributors
C++ (GPL v2)	octave	Contributors
C and others (GPL)	R	Contributors
C and others (GPL)	R-SIG-Finance	Contributors
C++ (GPL)	R Server	Simon Urbanek
R (GPLv3)	quantmod	Jeffrey A. Ryan
R (GPLv3)	TTR: Technical Trading Rules	Josh Ulrich
N/A (Protocol)	FIX Algorithmic Schema	Working Group
C++ (BSD like)	QuickFix	Developer group
Java (BSD like)	QuickFix/J	Developer group
Java (GPL)	Continuous Trade (Possible fork of Merchant of Venice)	Jordi Pujol i Palomer & Xavier Diumé i Delip
Java (Eclipse Public License)	Eclipse Trader	Developer group
perl (GPL)	Genius trader (local)	Raphaël Hertzog & Fabien Fulhaber
C++ [Web UI] (GPL) (uses TA Lib)	AST	Michael Williamson
Java (Common Public License)	Eclipse Trader	Marco Maccaferri
Java (BSD)	JSystemTrader	anonymous webpage presently
Java, Ruby (GPL)	Marketcetera (with C++ and Fix hooks; CLA, MySQL CLA<>)	Devels - toli, gmiller
C++ (BSD)	TREE - data connector and store Structured Software Systems at SourceForge	Devels - georgev13
Java (GPL)	Merchant of Venice Based on Joone	Andrew Leppard, Daniel Makovec
C++ (GPL)	Qtstalker	S Stratos
Python (GPL)	Sage	many
Java (GPL)	truetrade	'tyrotrade'
Java (GPLv2)	ActiveQuant	Devels
Apache 2.0 (BSDish)	ActiveMQ	Devels
GPLv3+ or LGPL	Zero MQ	Devels
Apache 2.0 (BSDish)	Qpid	Devels

Connection to the TWS - Commercial and Non-available Source Efforts - Platform neutral

Language	Website	Developer
Delphi	Delphi / BCB / Kylix TIABSocket	Ross Hemingway
Excel	INDEXFUTUROS	IndexFuturos Engineering (Madrid)
Java	Eclipse Trader - and - (second site)	Eclipse Trader is an Eclipse Rich Client Platform (RCP) application
Java	JSystemTrader	Eugene 'nonlinear'
Java	jTWScharts - Charting jTWSdump - Downloader	'Orionn'
Matlab	Matlab trader - also tick, history, earnings	anonymous

Commercial and Non-available Source Efforts - Platform limited

Language	Website	Developer
C#	TradeBuild	Richard King
Smalltalk	Alchemetrics	Alchemetrics Trading Research (mentioned)
unknown	Trade-Commander	anonymous
unknown	MetaQuotes Language reference	MetaQuotes
Unknown	SSChart	Simian Savants
seemingly C++, Java and FIX	SmartQuant documentation	SmartQuant - Anton Fokin, acquired by QuantHouse
Unknown	Futures trader - simulator	RTS Trading
Unknown	TSim plus - simulator	Henry Eldridge-Doyle

Tools we use

Language	Website	Developer
n/a	SEC Info -- EDGAR filings, on a 'push' basis	n/a

Jump Links:
[ connection to the TWS | Available Source Efforts - Libraries, Visualization and Trading Platforms - Platform neutral | Connection to the TWS - Commercial and Non-available Source Efforts - Platform neutral | Commercial and Non-available Source Efforts - Platform limited Tools we use ]
Last modified: Tue, 30 Dec 2008 18:03:39 -0500