You need to use the API to request the next orderID at startup which will give you the starting number to use and then you can increment from...
I have experience developing market adapters for Currenex. As previously posted, FIX is not generic as people like to think it is and every venue...
Multicharts is an option.
I think you should chart it and take a look at what an OBV looks like in relation to your moving averages. I would imagine what TA-Lib is giving...
I have built systems to backtest using 1 second data on stocks that can test across 2 years of data for a single stock in 5 seconds on regular...
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