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14

Look at Genesis Trading. Most of the sales guys there are kinda like used car salesmen but they will work with you. Starting up with 50K should not be a problem for them. The offer full depth of book feeds if you are colocated with them. They do offer DMA and you can specify all routing instructions for your orders rather than getting stuck on IBs router. ...


13

Interactive Brokers does have a .NET API, albeit a free (as in speach) one written by Karl Schulze, not IB themselves. http://www.dinosaurtech.com/utilities/ It's written in C# (and IMHO well written). I've examined both it and the Java API and find the .NET version more to my liking. That's probably just because I'm more familiar with .NET than I am ...


6

My research so far: OptionsXPress - with commissions of about USD 1.25/contract. USD 1K minimum account opening. Interactive Brokers (IB) - with commissions of about USD 0.70-1.00/contract. USD 10K minimum account opening. TradeStation - with commissions of about USD 1/contract. One point to note is that TradeStation's EasyLanguage platform is NOT a true ...


6

The shops I've worked for have had access to multiple brokers, but not for redundancy as your question implies. It's often because no one broker can handle every task. For example, I might need a floor broker, a dark-pool broker, an algo broker, and a separate prime broker. Each agency handles a different requirement. Even if one broker could handle all of ...


6

JunoTrade claims to have a streaming .NET API -- http://www.junotrade.com/index.php/junotradeapi Pinncle Trading - http://www.pcmtrading.com/technology/api.html (supports C# according to the last item). TD Ameritrade @ codeplex (unoffical)


5

TD Ameritrade has a streaming API available at their TD AMERITRADE API Support Portal. It is implemented as a web service so you can choose whatever language you'd like. They have examples in many languages, including .NET. My first exploration into automating my trading through TD Ameritrade has been using Java on Windows but I'm switching to C++ on Unix -- ...


4

LMAX Exchange has a nicely written .NET API which is free and can be used to in demo environment. However, note that LMAX is mostly a FX platform with few CFDs on equities and commodities.


4

Check out Advantage futures and the algoadvantage service they offer. You'll need to colocate a server with them and either purchase exchange connectivity software or certify your own app (this is only for derivatives trading..) Also check out mbtrading. No java api but they offer a FIX interface so you can use quickfix. If you trade enough you can get a ...


4

Here's a discussion/conclusion about the Flash Crash: http://www.nanex.net/FlashCrashFinal/FlashCrashAnalysis_Theory.html Quoting the above link: "....A sale (or purchase) of 2,000+ contracts which rips through one-side of the depth of book in 50-100 milliseconds, will immediately overload many systems....." My point is, HFT currently takes place in ...


2

For retail solution IB is pretty good. There are some discussions about many broker in Elite Trader. Lime brokerage (ex Tower Res. Cap., now associated with wedbush) seam to be putting together a good offering. They have C++ API product called Cactus and also has Apama and OneTick. They have their own co-located servers and have fast routing also.



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