Short oil reestablished; the challenge in automated trading

This past week:

• Oil went nowhere, and I just let the existing trade expire worthless and reestablished it Thursday
• Equities rallied a little bit on the "not yet papered" trade deal and then cooled off by the end of the week

And as I've mentioned here, I've been working on automating the trades from Navigation Trading.

This is supposed to be doable with relatively high-level software from Interactive Brokers:

https://interactivebrokers.github.io/tws-api/spread_contracts.html#bag_opt

The image of trade automation is like this:

The reality of Interactive Brokers' software is more like this:

That's right: it doesn't work! It's even supposed to be available in Python, but even the C++ doesn't work for what I need to do: option "spreads" on equity and futures.

There are a couple of open source providers who provide "fixed" versions of the C++ implementation, and one of those works well enough that I was all set to use it. I got a couple of useful suggestions from someone watching the Github site for this one, and it looked like I was off to the races.

But then I got to trying futures options spreads, and the version (9.71) of the Interactive Brokers' API that this "good" one was supporting doesn't support that.

The other one does, it says .. but I could only get it to work on its example S&P 500 futures  (/ES) and not on anything else I tried.

My client said that 75% or 80% automated isn't good enough, so I went back to the drawing board ...

There are a ton of trading technology firms around Chicago and New York, and I talked to several, including:

• CTS Futures
• Onixs.biz
• CQG
• Trading Technologies
• Vela Trading

A couple of these haven't responded yet, but none of CTS, Onixs.biz, nor Trading Technologies support anything but futures! Meaning: no NFLX, no IBM, no TSLA ... 

I even called Vela but hadn't heard back from the right person by the end of day today. 

I was hoping to find a working higher-level software implementation, and TT seemed to fit the bill with a REST API sort of setup. So I was especially disappointed to get the 'no equities' message from them.

Finally I got to looking around, first for FIX protocol training ... then thought to look for Interactive Brokers FIX support ... and of course I found it!

So I'm back to low-level C++ ... or maybe Go ... more next week!