Algo trading

Imagine you need to create an algo tool that should work with Interactive Brokers through Trading Workstation API. Nothing complex, right – so, you develop the tool, test it using the paper account, all goes smoothly and you’re ready to go live. However, once done…

We were implementing a basket trading application with execution through Interactive Brokers Gateway API. Among major features, we had to implement a recuperation of current cash balances and specifying security type for correct symbol matching. Trying to implement the algo logic, we suddenly stuck into…