Thanks kmiklas. This is more along the lines of what I was looking for. I'm looking to do HFT trading. Depends on what you mean by HS - I'd be looking for quick scalps probably not less than 10-15 seconds though.
HS=High Speed (which I distinguish from high-frequency). HS for me is at least 1ms tick times; IB runs at 250ms. I did a little scalping with IB, and got latency; it drove me CRAZEEE--that's why I stopped. I was on an Xfinity cable connection using TWS over the TWS-API. I also wrote a C++ algorithm that traded through the TWS-API/gateway to speed up the firing of "clicks." Again, latency. Perhaps it was the network, perhaps IB... either way, my rig definitely wasn't the bottleneck: my 4-core I7 processor was firing clicks at 400ns. Regardless, I wasn't getting the prices that I wanted. The orders just weren't getting matched fast enough. But heck, this was just my experience. Try it; one-click trading can be "armed" for scalping. See how you like it. I personally believe that the FIX interface and private-line connection to the exchange is necessary for HS/HFT, but that is definitely the next price tier up. ^^^ What he said.
I assume the language used, the implementation behind the interface and the lack of co-location all contribute to the lag.