I am creating an automated trading system and looking for how it is possible do export data (for instance SP500 chart) from Ninja. As far as I understood there are a number of interfaces like COM, DLL and File. Depending on a choosen interface I will create appropriate data processing script. Have read a number of FAQs and manuals but there is no enough information regarding the subject. Basically I don't care where to take the datastream from (Ninja, OEC...). The main idea is to receive the data as quick as possible. I don't need to send trade requests from Ninja or OEC and need it just as source of realtime data. Please advise which application and interface is better to use and how it works in common?