[R-SIG-Finance] Is IBroker suitable/robust for FX-Trading?

[ce]

I use old IBrokers R package in Linux and I don't advise it to a new starter. It doesn't work with newer API versions, some patches needed. It has limited functionalities.  
Because your trading algorithm is in R doesn't mean you must have your trading program in R too. 
 there are plenty of tools to inter process communication methods ( sockets etc ) .
TWS has other interfaces like Python, c++ etc.  
you'd better check twsapi group in https://groups.io/g/twsapi  or https://groups.io/g/insync ( twsapi for Python  ) for much better help.


-----Original Message-----
From: "Samuel.meichtry via R-SIG-Finance" [r-sig-finance at r-project.org]
Date: 01/16/2018 06:39 AM
To: "r-sig-finance at r-project.org" <r-sig-finance at r-project.org>
Subject: [R-SIG-Finance] Is IBroker suitable/robust for FX-Trading?

Dear all,

I would like to implement an automated order routing for a FX-Strategy on multiple currencies. There is a short and good documentation called "Real Time Market Data and Trade Execution with R" (See RealTime.pdf) by Jeffrey Ryan from April 5, 2009. As you see, the proposed solutions is quite old and I am wondering if this is still the right/best way to do so - old but gold?
The problem is: I would like to run the strategy on Linux and Windows as well. So the IB API in .Net is not very suitable. Unfortunately I have no Java programming either to use the Java API. Of course it would be maybe best to use the IB Gateway and not the TWS connection.

§ Do you think it is better to use the old IBroker package in R or would you sugest learning Java?
§ Is there an alternative solution w/o foreign broker software?

Thank you for your advice and help.

B.R.
Samuel

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