Hi eves_banished_children, I see you are new to Elite Trader. You will get better responses when you ask question that have more details. You are not stating what you want to use the API for? Stocks, Options, Bonds, FX, Futures, News, etc. And is it just for data or to execute too. As many offering run from very low cost to very expensive, what is your budget? Just trying to help to get a more targeted response.
Thank you for the response Mr. Morse. I'm interested in quotes and book for stocks, basic indicators (vix, etc), indices, with a linux api, budget probably isn't an issue as long as its internet based. Edit, oh, for data, not for execution.
Thx Bob, Looking at the documentation on the website it looks like the API for C++ is that the code is compiled to DLL and executed from within your application, is that correct ? I think what I'm looking for is an API with basic calls, data structures, so I can run the code natively on Linux and make calls to initialize and fill book and then flag the API to send me events with updates to book and trades executed (price/vol). At least that's what I am thinking now.
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I think I may have found what I'm looking for. I found a provider who has the most simple API of all, comma delimited text. You have to run their client and that client offers up a socket, you connect to that socket and make simple text requests for symbol data, level 2, etc, and then their servers send compressed/binary data to their client which then unpacks it and forwards the data as easily parsed comma delimited text. I can deal with that, and I don't have to figure out their OO classes, etc, and it simplifies debugging because I don't have to wonder what their code is doing. I've never understood why traders are so windows oriented, but it is what it is.
My computer uses Linux OS (Ubuntu). I run an automated trading strategy, coded in Java. I use IB as broker. They have an API which provides data and accepts orders for execution.
Thanks @HobbyTrading I'm looking through that API now. Curious, are you using any wrappers or third-party code or are you using IB's API directly ? I understand the underlying actual communications with their gateway software is just text, have you seen any kind of documentation for the fields they use ? Also, does their gateway software log the text communications so you can see exactly what it is doing on a transaction-by-transaction basis for debugging ? Thank you.