You could download the C++ version of QuickFix and look at their examples. This is the "real deal" -- the type of programming that many brokerage firms, exchanges, and HFT's use (although not with the freeware QuickFix version of FIX). However, it's also true that the time commitment to become proficient at this is significant compared to other solutions such as Ninja or Tradelink. Java is another one that's similar to C++ but a little easier (with no memory management), and also has many broker-supplied API's, not to mention FIX implementations (such as the free QuickFixJ). I disagree with the posters who say you can't learn C++ as your first language. If you're already making some headway, there's no reason you can't continue. It's all just a matter of what you're looking to accomplish. Give a serious look at the alternatives and make your own decision.