Hi All, I'm developing a proprietary trading app which needs to place automated orders for CME Canadian Dollar (CD) futures AND options with a broker. Since it's automated, the app obvisouly needs to go through the broker's API to place trades with the broker, and it needs a relatively stable API as it'll be used for scalping (but I'm willing to look at any API set right now). I honestly didn't think it would be that hard to find a broker with an API that lets you trade CME products So far the only broker out there I've found that offers an API is IB (Interactive Brokers), but their CME product coverage is non-existent for options. I've looked at the IB website and it looks like the only CME option contract listed in their product coverage page is E-Mini S&P options. Does anyone out there know of any other brokers that provide an API AND accept orders for BOTH CD futures and options? Any info would be appreciated. Thanks very much.
Terra Nova Online also offers an API - but I have no idea how it's hanging together ... I use the IB API for the time being. Here's a link to Terra Nova API info : http://www.terranovaonline.com/TNO_TP/API.asp I'm not sure if this is the same Terra Nova which sometimes has traders appearing on Bloomberg CME Trader Talk .. perhaps someone remember if representatives appearing there are from the company above ? Don't remember the trader's name either. Just a curiosity, I guess. Also, not sure if the RealTick mentioned in the following software review is the same ... http://www.elitetrader.com/so/?action=view&SR_ProductID=1 .. in which case it sounds a bit inferior to an experience with IB.