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
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)
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
You use it as a library and integrate it into your source code. this page has a good overview of how fix8 works. http://www.fix8.org/howitworks.html