1. Sockets / Remoting. - This is what connects the computers. 2. APIs are compatible with the programming language you use. I'm not giving you baseless / clueless answers. Maybe I should be talking to you like a 3rd grade kid...
Yes you can go through TT, or another good option is IQfeed. You hook into the API and it runs silently in the background. A pretty good data feed for the price.
If you're going to use FIX (i.e. connect to RedSky, etc.) use QuickFix (do a search for it on Google) What broker do you have? If you're connected with a relatively adept clearing firm for your prop shop, chances are they will have a FIX gateway that you can use. If you're running this "system" on a machine that relies on a OMS/Order entry system, that's highly unadvisable. Galt, don't laugh there are some people who use Excel plugged into Redi for their "system" ROFL
quickfix seems to be exactly what i was looking for. my broker is Fimat, as good as it gets, and i am sure they have everything i need. so basically, if i understand correctly, FIX is the universal language used for all (??) the automated systems to speak with their respective brokers-executers. so no matter who my data provider is, i will use FIX to configure my system to send orders to my broker's system. right?
Correct. Fimat does support FIX. As far as market data - they *may* supply it, but you're better off getting a independent data feed (i.e. reuters, etc.)