Nxcore is actually a data feed, so not a complete solution. I thought maybe you can use the data feed without Java but then send the trades with a Java API. That way there's a bit less of Java altogether, so I pointed out nxcore. Not sure if they still support UNIX but they used to. Basically you should probably look for a separate data feed so you don't use the same one a broker will provide. That's also a good thing to keep in mind: the fact that data and execution are usually (or should be) separate. There are good affordable ones out there, like someone mentioned DTN/IQFeed (but i think they also only have java). It's probably not all that bad to have execution with java and data feed without.
just2trade would be perfect, except they have extremely bad reviews. lowtrades is too new and I can't find much feedback. I discovered optionshouse and thought I had found it! But they require $30k to use the API. The hunt continues...
Just wanted to underline a possible misconception here. Brokers never really "support" a data feed though some may provide a subscription or access to one. The data feed is there for your choosing. With for example TD Ameritrade or Interactive Brokers, you can use their own data feed while trading as well as send orders with their clients. Their data feeds however are usually very poor, they will miss a lot of ticks. For this reason you should look for a decent data feed separate from your broker. For example IQFeed should be very good. So that means the access to your broker (via whatever API) should really only be used to send and execute orders, not "see" what is happening on the market. Seeing and executing are two different things. Hope that makes it a bit clearer.
IQfeed is $50 per month, and they are both Microsoft Windows only. What is this world coming to. Is $50 per month the going rate for most feed systems such as this?
Have you used both? If so, any noticeable difference in performance? Asking b/c I currently use IQFeed but have been checking out Activetick...pricing is a little better for large # of symbols and they have a few features that DTN doesn't.
The API is not Java based. The Java jar file is just there in case you want to run the Java example. You do not need it at all if to run the Posix C code. It is a pure socket based program. See e.g. C:\Jts\PosixSocketClient\src However, to run the IB API, you do have to connect to either TWS or the IB Gateway (which is Java based also) but the latter can be on another machine. If you do not want to do even that (and there is no reason not to do so - it is perfectly stable and responsive), then you can use the FIX CTCI. However FIX is at least 10 times more complicated to program and they charge a fee because of their support costs for that route. Almost every major trading and quote platform support the IB API. They support FIX too, but its interpretation varies a lot among brokers. I am not necessarily recommending IB over other approaches but programming FIX may take you a year or more.
If I were you, I'd just use Interactive Brokers. They have a C++ version of their API. Furthermore, the API can be easily ported to whatever programming language you want because underneath it is just socket programming. If you are as good as you make yourself out to be, then this port shouldn't take more than a few weeks.