The release notes for TradeStation 8.1 say that you can execute orders via FIX through the TradeStation order network. I look for the documentation on this, and I can't find anything. Is anyone out there interfacing to the order network via FIX? All it says is that you can now use third party order-management-systems. Can I legitimately do cancel-replace over this FIX connection? I am constantly fighting limitations in retail platforms and have most of my stuff ported into custom C++ now. It would be nice if I could use the TS front-end as a monitor for what's going on while a FIX-based connection is used for order management.
Interesting. The TS graphs and trade monitoring are nice, but as you say EL is not the best for execution development. But the execution costs are very high vs other platforms... I use both TS and IB. IB is way cheeper, but very hard to tell what is going on.
You and me both. Anyone using these platforms day in day out feels the same frustrations, I think. I've spoken to a few people, and they all invest months into writing decent interfaces just to visualize their positions. I've heard Genesis LASER can link up API positions into its blotter if you ask them.