hi nononsense, I've been having good luck with QuickFIX, its open source and works on all major platforms & OS's: http://www.quickfixengine.org The hard part is partnering with a vendor who publishes their FIX Spec (e.g. required and custom Tags, message sequence detail, etc - they're all different) and who's willing & able to support developers; work with you during integration, answer technical questions, provide demo/test accounts, etc.
Hi nbates, I have Quickfix going here. Goes very well. I can even talk to it in my beloved Python! You are quite right about your complaint. In spite of all their bell & whistle tinkering, IB seems to be (half?) on the right way with FIX. Try to get hold of their CTCI manual. They have extensive & detailed information on the above. I found nothing about the communication link(s) they require. I never heard yet of anybody using CTCI. Maybe it's in the pipe and coming soon?
More on CTCI, IB has recently added a web page on quickfix communications. Their client still builds onto Java which is rather top heavy for a FIX setup. Internet appears to be one of the possibilities.
I have decent experience in programming auto trading system in VB/ActiveX. The platform I'd like to use for options and stocks does not offer Active X but they said I can connect thru FIX. How do I do that. In ActiveX I use the IDE of VB or even fire it off from excel. How is it done in Fix? Thanks