Hi all, I have been searching this for a while... What is the best open source C++ real time trading system (working with IB) out there, covering from data collection to order execution? Hopefully on Windows XP and Visual C++? I am hoping to download tick data of market depth of 500+ stocks in real time from Interactive Brokers. Is it possible? Thanks I saw many Java trading systems, but not C++, ... any thoughts? Thanks a lot!