I would like to know whether it is possible to run LEAN with a direct connection to the TWS API. Does it require implementation of own code or is it supported out of the box?? Does it need other helper software like IBcontroller or ironpython? Currently I pulled lean from GIT in VS2015 not sure if I need other stuff for my proof of concept.

What I would like to see is a running latest TWS (or IB Gateway), and that when I start the LEAN algo locally, the LEAN system will send trades to TWS live (paper trade for the moment), which you can follow in TWS. For example with live data from TWS or from the QuantConnect server (or maybe even both at the same time, as backup or something?!)

Every help and guidance is much appreciated! I am trying to set this up as a proof of concept. I very much like the extensive LEAN library. Only not sure about running everything on QC servers. I read that tick data from QC connection services is also better than IB which has 300 ms updated tick data instead of real ticks. Also I would very much like to stay cross platform, and to be able to switch fast to a different OS or QC server. Again, any help and references are much appreciated.