Can i use OG with Interactive Brokers please?


#1

Hi

Many thanks for this great open source project.

If correct, OG has modules to connect to bloomberg, reuters, activefinancial?

Can it also connect to interactive brokers, lightspeed or trading technologies api too?

Thanks,

oyoj


#2

Hi,

We do have market data connectors for Bloomberg, Reuters, Activ Financial, and now also ICAP and Tullet Prebon direct feeds. All but our Bloomberg module are components falling under our commercial license - for legal reasons we can’t open source them.

For your second question, if you mean can we pull data from the brokers currently, then I’m afraid the answer is no. However, writing your own market data adapter is relatively straightforward.

If you’re talking about integration of trade booking and trade lifecycle management, then we’ve done some preliminary investigation on integration with trading technologies (exchange traded instruments) and Bloomberg EMSX but we don’t currently have anything off-the-shelf.

Either way, if you’re looking for a commercial contract we are always interested in doing new integrations as part of any agreement (typically we would do that part of the integration work for free with the understanding that we could re-use the integration component for other clients).

Best Regards,

Jim