Hi fixedgrin88, I am almost finished building an automated trading system and every component run on Linux. For retrieving stream quotes, I implemented an auto failover system with two feeds from two different vendors. Currently, one feed is from Interactive Brokers and the other one is from Reuters QuoterCenter. Reuters QuoteCenter is running on Windows 2003 server with VMware in Linux. That's creating a lot of trouble for me: 1. QC sometimes isn't receiving quotes at market open. 2. QC occasionally crashes 3. If QC client is disconnected from their server for a few minutes and fails reconnecting a few times, a dialog will pop-up and ask me to press a button for re-connect or exit. I have written a small C++ program to detect that dialog popup and press re-connect button. 4. I have written a Win32 C++ program talking to QC via DDE for retrieving streaming quotes. It sometimes crash. After spending a year, I found out it is a problem of Microsoft's STL. I replaced it with stlport and everything is fine now. That's the reason I want to stay away from M$ Since this is a totally server side stuff, the above problems are issues for me. What I am looking for is a streaming quote provider which allow developers connecting to their server directly; or having a "server" component running on Linux and proxy the data for me. The "server" component doesn't require me to press the re-connect button and it should be good for unattended operations. Sorry for the long post. Thanks!
Just to clarify, we do have users running IQFeed on Linux under WINE without issue. Some are running as many as 1800 symbols so performance doesn't appear to be an issue.
Thanks. A quick question: does iqfeed client popup a dialog asking for "re-connect" if it is disconnected for a few times? As I mentioned above, QuoteCenter does popup a dialog.