(Last Updated On: October 25, 2012)
Step 1 for building this HFT platform works! Youtube video on C++ integrated with Interactive Brokers TWS on Ubuntu Linux
This can be a bitch to set up but follow the README file a:
Also, I got some instruction on how to build unsuccessfully with Trading Shim:
Follow the links at the lower under the Update dated today Oct 25. You should work with the latest IB-TWS files in order to work properly. A symptom of this is getting stuck while trying to initialize at the splash screen of TWS on Linux.
Important NOTE: Run TWS as root under Linux
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Featured, HFT High Frequency Trading, Quant Development and tagged building, C++, HFT, integrated, Interactive Brokers, platform, Step 1, TWS, Ubuntu Linux, video, YouTube on .
October 25, 2012