Looking for API for Custom Software

Discussion in 'Trading Software' started by taotree, Mar 21, 2009.

  1. taotree


    I'm looking to develop some custom software for trading and am trying to find an appropriate data feed/brokerage to handle what I need. This is the set of criteria I've come up with:

    0) Looking to trade ES e-mini futures

    1) Available via API from a Java application--whether directly through socket or Java API or indirectly through a bridge API (to COM or .Net or...) so long as that bridge is already available. It's possible janetdev.org might allow me to use a .Net API. Direct socket access would be ideal.

    2) I need every tick

    3) I need bid/ask data with volume

    4) I would like a reliable way to determine whether a given transaction occurred at the bid or ask. I have seen at least two feeds where the bid/ask are snapshot and transaction data didn't include bid/ask thus it was NOT possible to know this reliably. Is there a feed where this is possible?

    5) Cost under $100/month or at least not much more than that. If having an account at that brokerage helps, that's fine. I don't mind opening an account at the brokerage to get the feed (since I'll need a brokerage at some point anyway).