Cygwin generally works well for using Unix stuff on Windows. I don’t have a Windows machine, so I’m not sure what exactly you have to do. It looks like there’s a Windows installer at http://curl.haxx.se/download.html , too. Let us know how it goes.

Cheers,
Paul

This gem sounds awesome! I really want to use it, but I’m coding in windows and I’m going through hell trying to install libcurl… Any clue on how to do that?

Thanks a lot,

Tim

Richard L King has developed an application called IBController (latest version 2.7.1 from 25th of Feb) which will automate the management of TWS; e.g. auto login, closes all popup windows, handling the auto shutdown, etc.

You can download it from the TWSAPI mailing list file archive at http://finance.groups.yahoo.com/group/TWSAPI/files/Auto%20Login%20Codes/

Cheers,
Johan

You’re right, the IB API would probably be a lot more efficient insofar as it keeps just one socket open for everything. The problem I ran into there is TWS: you have to have the TWS app open and logged into IB to be able to use the API and get historic data. TWS is designed (for some reason that is beyond me – maybe to fix reference leaks?) to shut itself down automatically once every day. As far as I know there is no way to get it to automatically log itself back in, so that means the user must manually re-authenticate at least once every 24 hours.

I have my analysis system running on a server, and I want it to just do its thing without any manual intervention required, so I’m using authenticationless Yahoo EOD for it right now. If and when I move to EOD data, I’ll probably revisit the setup and move back to IB.

I’ve shifted the focus of my coding more to Clojure lately, so I’m not doing too much with IB-Ruby these days. Ruby is a lot easier to get prototypes up and running than Clojure, so I do still use it sometimes. All the code is on Github and I’ll gladly merge any patches back in. I haven’t tested anything other than quotes and historic data downloading extensively, so there’s a lot that could be done as far as an automated test suite and example code. Let’s talk on IM sometime and see what we can come up with.

Best,
Paul

Getting data through IB may solve your issues in that IB offers a much more efficient API (in theory). In addition to trading through IB, am thinking to use as a data source in preference to yahoo.

I may be able to contribute some time around testing it if it is still an ongoing project …