R is an open-source programming language created by statisticians Ross Ihaka and Robert Gentleman at the University of Auckland, New Zealand. R is used in finance, econometrics, portfolio optimization, data science, data visualization, algo trading and statistics. Interactive Brokers does not support a native R API but the third-party R package IBrokers* provides connectivity. *Disclaimer: This software is in no way affiliated, endorsed, or approved by Interactive Brokers or any of its affiliates. It comes with absolutely no warranty and should not be used in actual trading unless the user can read and understand the source. IBrokers is a pure R implementation of the TWS API. http://cran.r-project.org/web/packages/IBrokers/index.html