Very primitive, which is the joy of it. * C++ library, though I hear a .NET version now exists. * Message passing based. You call in, callbacks provide results asynchronously. For example you subscribe to an instrument, you start getting updates for it. No OO (ok, they have objects, but at the end it is an interface achitecture with objects that form the messsages - no "live changing objects), but in this case that really is the beauty, because at the end you do talk message passing architecture anyway, down on the wire level. I find it pretty easy to work with
1. which symbols? For example, futures? stocks? 2. how many you expect to track? 3. any special need or requirement you have in mind?
Not YET. I am soon going to publish the first set of Tradex code... but then it will not be a complete running system as open source...
Don't know quite what you're looking for, but NxCore will give you a full market feed (e.g., all US equities) for something like $1000/month (not sure of exact numbers), and it's all API based.