Seen a couple demos of Sheridan's software. Looks a lot less Buggy than OptionVue. I used OV for a trial period and it drove me to insanity with back testing data gaps, and system oddities. In spite of that, I hear that OV 6 is much improved. Sheridan's software is much better priced and probably an improvement once its released. Besides, if I had to go to OV or Sheridan for assistance, Sheridan is great, and I would rather drink Hemlock than deal with OV.
Thinkpipes, thinkorswim - made in Russia! http://www.devexpert.com/ Just like Esignal software http://esignal.ru/job/
The data-feed for ThinkorSwim ( in my opinion ) is just not that robust. This is contrary to Thinkpipes, which uses a much better data-feed.
I'm pretty sure that it is NOT the same feed given that ThinkPipes is a professional platform used by market-makers. What I do know is that the ThinkorSwim platform feed for equities is "throttled" back in order to keep the platform stable. Also, there is a philosophy at ToS in upper management that indicates that they would rather have a stable platform that does not "tax" the average retail trader's hardware and memory resources. Thus, they would rather offer a slower feed. Because I have run a number of platforms vs ToS and found their data-feed to be a simple "snap-shot" feed very similar to the speed of what one sees via the Ameritrade "streamer" feed. These kinds of feeds are so slow that you are literally taking your life into your own hands when trying to daytrade with them. They are horrible in my opinion. The ToS ThinkPipes platform is so much faster with its data-feed compared to ToS that it isn't even in the same ballpark, or galaxy. It is a TRUE professional "tick" feed. Interestingly enough, I have learned recently that ThinkorSwim will be updating their ToS platform to offer a much faster equity feed. Look for a much better ToS version ( version 16.22 ) to come out in mid-June. Stay tuned.
I am embarking on a limited implementation of FIX with thinkpipes. I'm a retired software engineer, so we shall see how much rust has accumulated on my skill set. I will still use the interactive (retail) platform for trade execution. The Decision Support Panel for my Credit Spread Dashboard is currently implemented in Excel with a live connection to the TOS desktop platform. This works fine while I'm at my desk. I've implemented a server based Decision Support Panel with the final step being the connection to my account. Now I will have mobile access including on my smart phone. My preference is for PHP because it is well supported by the hosting service I use and is well integrated with mySQL. I found two PHP based implementations of the parts of FIX I require on SourceForge.com. Open Financial Exchange Data Server (2001) - Said to be used by Quicken and Microsoft to obtain account status. PHIX (2009) - a PHP implementation of the simple simulation for the Financial Information eXchange FIX protocol. Any other solutions to FIX in PHP? Stay tuned.