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Has anybody mentioned IbPy? it appears to be the IB API implemented in
python. Never used it myself, but it might help out...
The project page is at: http://ibpy.sourceforge.net/
Steve
----- Original Message -----
From: "Joel Reymont" <joelr@xxxxxxxx>
To: "MichaelSuesserott" <MikeSuesserott@xxxxxxxxxxx>; "Omega List"
<omega-list@xxxxxxxxxx>
Sent: Tuesday, May 04, 2004 9:03 AM
Subject: Re: Real-time datafeeds in Python
> Hi Michael!
>
> >To access a given API from Python, you can write simple Python wrappers
> around C++ or Java classes and functions that can then be called or
> instantiated from within Python.
>
> The part I have not been able to figure out is how to call Java from
> within Python. I think this would require embedding the Java VM among
> other things. It does not seem this approach would be very effective in
> interfacing with MyTrack or IB for example (Java SDKs).
>
> Another approach could be to make sub-servers/adapters for each data
> provider. These could be written in any language and send quotes to the
> market data server written in Python. The MDS could then store the quotes
> and notify subscribers over the network.
>
> An more straightforward approach would be to write the market server
> (data + execution) in Java and the rest of the system in Python. But then
> why not just write the whole thing in Java and use Jython to enable
> Python as the trading systems development language? Following this
> approach all the libraries, etc. would be written in Java but this would
> be transparent to you as you would code your systems in Python.
>
> I'm not sure what the best approach is and would appreciate as many
> opinions as possible.
>
> Thanks, Joel
>
>
>
>
> ---
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