Want to learn how to program an ATS with Java. Where do I start?

I have a beginner to intermediate amount of experience with Java (I took a Java course in University). I would like to learn how to make my own ATS but I can't seem to find any resources that would help me learn how to do this with Java. I would need to learn everything from making a display to connecting to the broker (Interactive Broker API) If you could guide me in the right direction it would be greatly appreciated. Thanks.

 

There's a java sample app that comes with the API.

 

I found the guide book for the Java API, but can't find the sample app. Anyway you could link it to me?

 

https://www.interactivebrokers.com/en/index.php?f=5041

You have to download the API software. Sample apps are included in that set of files.

 

Thanks a lot!

 

jtrader33-

Would you advice connection to IB through the IB gateway or TWS gateway? Or are they essentially the same thing?

 

There's no functional difference when it comes to what can be done via API. You may appreciate having TWS open early on so that you can see orders going in, etc..

 

here's a demo. http://bit.ly/1FtE43K
essentials are connect, get data, place order, get fill