I want to use an open source software that can handle data feed from eSignal,IQFeed etc. I know tradelink, but it requires C# i.e. Windows. I like a croos-platform package. Is there such?
There was, Tradelink. Code is available, but support does not exist. I use it with IQ Feed and Sterling API.
I'm planning to pipe the data in to a C++ or Java code of trading strategy that I will create. I think it's convenient to use a common platform than I set up systems that can communicate to each eSignal or IQFeed independently. Isn't it dangerous to use such a software?
If you know C++, why not just code it yourself? Its not that hard. The contents of candidate feeds is mostly the same. Just make a decoder ring that packs the market it data into a common struct that you strategy uses. That's what I've done, but the only feed I'm set up to handle right now is NxCore. I plan on expanding it, once the need presents itself.