If you go to the ecns website, say direct edge you will see what seems like their API. A complete list of all features of every order type they have. What I have been noticing is that the brokers API doesn't always incorporate everything then the Ecn's API has. Is there a way to go directly to the ecns API and to not use your brokers?
yes, generally.... go to the ecn website and see about purchasing such a link. also if you are a hedge fund sometimes your prime broker will be able to provide you with direct links via their feeds (if they like you). in return many of them request you provide them with a kill switch so they can shut off your algorithms if need be.