I would appreciate any direction/suggestion on the following.
I am planning to go live with API trading. Would any one with experience on the matter comment on how to store broker data to Amibroker so that AFL could execute orders from broker prices and send order via API back to broker ?
To complement what @travick wrote - @alp.dogu in general it all depends on what kind of data do you want to store. As I wrote via pm, you can use data vendor plugin (e.g. Esignal, IQFeed etc.) to retrieve and store in local AB database quotes and other custom data and at the same time be able to send orders via OLE/COM to IBController or other APIs. I quote Tomasz:
You can have data from IQFeed using official plugin and trade using Interactive Broker interface. Automated trading and quote feed are independent. Data are delivered by data plugins (DLLs). Automated trading is handled by OLE/COM (see IBController publicly released sources to see how it is done). It can also be done via REST APIs if your broker allows that.
... from this thread:
But my experience with automated trading in AB is limited, so practical hints from other users are welcomed...