Mathematica can now connect to Interactive Brokers Trader Workstation
At long last, it’s here!
MATH-TWS is a new Mathematica package that connects Wolfram Mathematica to the Interactive Brokers TWS platform via the C++ API. It enables the user to retrieve information from TWS on accounts, portfolios and positions, as well as historical and real-time market data. MATH-TWS also enables the user to place and amend orders and obtain execution confirmations from Mathematica.
In the following sections we will illustrate the functionality of the MATH-TWS package using the full functional form and show the abbreviated equivalent form in comments.
Conclusions: Connecting Mathematica to IB TWS
I have wanted a way to connect Wolfram Mathematica to Interactive Brokers’ Trader Workstation for the longest time. Now that it is finally available with MATH-TWS I am excited by the possibilities for Mathematica users.
The first release of MATH-TWS will be available within a couple of weeks. Anyone interested in licensing a copy should email algorithmicexecution@gmail.com with MATH-TWS in the subject line.