Hi, I'm doing a research on brokers API, connectivity and protocols for automated trading. It's quite dissapointing so far. IB: good: very low entry leve in term of account size for autotrading. accept fix proto for orders bad: too low limits for fix and quotes (150 and 50 msg/sec). see here http://www.interactivebrokers.com/en/pagemap/pagemap_APISolutions.php ridiculous gui "gateway" software to get API for fix and market data. 2 copy of app is required. no API on c++ for Unix http://www.thinkpipes.com/ bad: they want 10^6$ before doing anything. TOS, cmon! Could somebody advise any other? It's for futures trading on a small scale. Hopefully someday I'll be able to get access directly to a few exchanges. Many thanks.