I've been working on an ATS and finally have a beta version that can do some live trading, but I'm having a problem. To start- I'm not much of a programmer. Someone else is helping me out with the guts of the code, but he is not a trader. So both of us are somewhat in new territory here. It's currently written in C++.net to the Redi+ ActiveX API. Everything is functioning properly, but the computer starts to get bogged down when it tries to send / update more than about 1 order per 1-2 seconds. Each order sent spikes CPU usage up to 100% and a series of orders will keep the CPU at 100% making the rest of the application unresponsive for a few seconds. For anyone with this type of experience- does this sound typical of sending orders via ActiveX or does it sound like we've done something incorrectly? If typical- will switching over to a FIX interface greatly improve things? What type of performance gain could we expect by going FIX? And am I correct in my understanding that FIX is only for order management and data will still be ActiveX? I've lookad at www.quickfixengine.org Doesn't seem too bad- anybody used them? And last- I've heard most brokers will want to test / certify your app if using FIX. Is this a complicated process? Thanks, PJ.