does it exist? fastest AMEX executions, if not? thx --brokers, easy does it, please. I might consider opening an account with a very strong backing deal. otherwise, probably not.
ARCA offers FIX access for 3rd party integration, so that's what you'll want to use. Protocol specifications can be found at http://www.fixprotocol.org There are tons of commercial and open source FIX engines available, just google for it
No, I'm not a big fan of somewhat clunky solutions but there are a couple commercial FIX engines available that support this scenario, e.g. http://www.basixsystems.com/Excel/excel.htm