Hi, I search all broker with an API in C/C++/.NET/JAVA, or other language. Stocks + Options * IB * MBtrading others ? thanks
The answer depends on what volume you're trading. Here are some suggestions that are probably most suitable for "moderately high-volume" traders, e.g. 2 million or more shares/month: Genesis has at least a couple of API's. Assent has one, too, although it's Microsoft-based and Byzantine (search the threads). Sterling Trader Pro, a third-party product, is offered as a platform by many prop and institutional-yet-do-retails-sometimes places (such as Newedge/Fimat). (Net/VB/MS C++.) It is complicated but perhaps the most full-featured of any non-FIX API. Introducing brokers for Penson offer a couple of platforms. FIX is an industry-standard interface offered by many places and is great since it's standardized, but not every brokerage's FIX is very full-featured (e.g., Genesis's is pretty bad compared to their other API's.) I would take FIX over any equivalently-featured, proprietary API; but many places won't let you have FIX unless you've got institution-like compliance infrastructure at your end. For smaller volumes, there are many others that offer API's of varying functionality/pricing; including: Ameritrade (via CoolTrade and some other API) ChoiceTrade (via eSignal) ThinkOrSwim sogoinvest Hope that helps!
Assent has several different methods of direct access for automated trading. They do have a C++ API, but they also have a direct FIX trading interface as well as another proprietary interface with direct access.