Best free or open source execution and price engine

Discussion in 'Automated Trading' started by Fxguru07, Aug 24, 2014.

  1. Fxguru07

    Fxguru07

    Hi,
    What are the best open source or free applications for price aggregation and execution. I don't want to be attached to a single broker or ecn but have the ability to plug in multi fix API. Idea it would have an built in IDE but I could live with running from R or matlab. Finally I don't need charting or much bells or whistles ... Light and fast would be best...

    Looking forward to hearing suggestions
     
  2. Fxguru07

    Fxguru07

    In addition, I need to trade only forex (cash fx) so don't need volume (Dom)... Although a lite futures or stocks trading app could be interesting (like a free TT)
     
  3. for an open source fix engine checkout quickfix:

    github.com/quickfix/quickfix/
     
  4. Surfeur

    Surfeur

    fix8.org with a PrimeBroker ...
     
    eusdaiki likes this.
  5. fix8 has much better benchmarks than quick fix :)
     
  6. Fxguru07

    Fxguru07

    cool...
    what about execution in the libary i didnt see anything .. did i miss it?
     
  7. what do you mean?
     
  8. Fxguru07

    Fxguru07

    I'm not a IT wiz for sure but I didn't see any environment that could run algo and generate a message for the API once the data was delivered....I was under the impression that the API would need to connect to something