I want to use the data from the L2 and Time&Sales to trade the bid-ask spread. I've only coded a few things before in Easy Language and VBA. I will be connecting to an API. Do you think VBA is good for this type of coding? If not, what languages do you recommend me to learn?
Depends on how competitive the product you're trading is. Equities you'll likely need something done in C++ at the minimum using FIX in order to be competitive, a consolidated feed won't be helping your cause either.
you are going about this all wrong, there are tools already that will make markets for you if you are looking to capture the spreads... they might not use the fusion API though, you might have to switch to sterling's instead...