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At AlgoTrader we also use Esper to store all arriving Tick Data in a local Esper Named Window. After a predefined interval, the latest Tick Data snapshot is written to both the filesystem and the database. The actual persistence is done in a separate thread by using Esper Threading. Currently we use MySql but you could just as well use some NoSQL Database ...

Some time ago I tested the IB C++ API with the free demo account: edemo-demouser. The market data is obviously far from reality, but its fine for getting to know the API itself. Good luck with your project!

The IB website have a demo version of TWS for download which you can use with their C++, Java etc API. The price feed is stale and orders are not cleared but it shouldn't matter for your purposes. The demo version doesn't require a account/username.

You can fund the account with the minimum account requirement for setup, then withdraw your funds immediately. You will then only need enough in your account to cover monthly data usage fees. (You don't have to maintain an account minimum to keep the account open.) It's not an ideal solution but you may be able to borrow the funds off a family member for a ...

Check out Quantopian. It's all in Python. You can backtest and paper trade your algo for free. We do live trading by hooking your algorithm to your Interactive Brokers account.