I have a small piece of code developed in Tradestation, for trading less liquid FX crosses. I am looking for a software platform that can execute my algorithm whilst connected to several brokers to get the best price. The software should be able to handle two way communication with any broker's API. If the software platform can handle development, portfolio optimization that would be a bonus. I'm keen to execute the Currenex platform, which uses FIX. I have 3 decent brokers who use this platform, so the coding work for each additional broker on this platform should be minimal. So far Ninjatrader have told me that they have no plans to support a FIX adapter. Smartquant also do not have this capability but will write it for a fee. Any suggestions of software that could handle this as is or with minimal programming would be greatly appreciated!