IB - interactive brokers - offers an API with direct access to the quotation/execuation platform. i'm sure there are others. on PCs you can even do this through Excel, lol. on unix boxes it's just a socket, so you can connect using *anything* capable of handling sockets. i use Perl, others use C/C++, Java, Python...you name it.
IB provides several APIs through which you can link to TWS. Using an API connection you can:
* Connect to one or multiple Trader Workstations
* View market data
* Submit, modify, and cancel orders
* Download open orders when you start up your application
* View updated account status.
To view syntax for specific functionality, see the ActiveX, C++ or Java topics in the API section of the TWS User's Guide.
You can connect to TWS using:
* The DDE component to link through Excel
* The ActiveX control to link through Visual Basic
* The Windows C++ socket client component
* The Java API to link to TWS from a Java application
Market Data 
Markets 
AI
