TS - Are you looking for something like Esper? http://esper.codehaus.org/ Also, supposedly this is going to be hooked into the MarketCetera platform sometime soon. Also, here is another good link: http://puppetmastertrading.com/blog/2008/08/22/billions-and-billions/ Regards, Eric
Thanks for all the participation. Ok, as far as I understand it now, there is not much support for Python out there (Broker- and software wise) and Python is as a high level language slower than all others (although right now I can't estimate how much speed I will need). I will try Java, since I can't build my ATS from scratch.