[ddeck]

>Interactive Brokers has a very robust API

IB's API is anything but robust. It is inconsistent, poorly documented, and IB have a history of changing it without notice.

It also requires all communication runs through their client side Java GUI app, which is also prone to a variety of problems.

That said, IB are a very good low cost broker with amazing product breadth. But I would suggest caution if using their data API for anything remotely serious.

[bobcostas55]

You can always use FIX if you don't like their API, no?

[ddeck]

FIX is for execution, market data is still via their API and client software.

[genericacct]

...and now you have two problems