Interactive Brokers automated trading program

Interactive Brokers MES Automated Trading System Objective Develop a reliable automated trading application that trades Micro E-mini S&P 500 (MES) futures through the Interactive Brokers API. The application should run continuously and automatically submit the next order after the previous order has filled. ⸻ Broker * Interactive Brokers * Use IB Gateway or Trader Workstation (TWS) * Support both Paper Trading and Live Trading ⸻ Trading Instrument * CME Micro E-mini S&P 500 Futures (MES) * Automatically use the current active contract * Handle quarterly contract rollovers ⸻ Order Sequence The software should: 1. Submit Order #1. 2. Detect when Order #1 has completely filled. 3. Automatically submit Order #2. 4. Detect when Order #2 fills. 5. Submit Order #3. 6. Continue through up to four linked orders. The system must support both buy and sell orders in any sequence.