Short version: What is the best setup for trading with IB and getting data from Zen-Fire via some API (recommend which) into my own application? Long version: I'm developing/have developed a very functional trading platform with the IB API which allows me to do distributed computing, all sorts of real-time and historical analysis, indicators etc. However the IB feed is fairly slow for real time, as we all know. I would like to get the Zen-Fire data into my application. This would mean I would need to somehow get the Zen-Fire data into it, and I'm not sure what is the best way to do this I know Zen-Fire has a sort of an API but it looks undocumented, and in alpha-stages. Does it even work? There's a way to access NinjaTrader data feed (and thus ZenFire if i was using it) using it's Core dll, but this doesn't provide much data, or at least, I'm not sure how well it would work because it's pretty vague also and perhaps not all data is really going through in my tests. I just want the Zen-Fire feed in my application via any interface, plain and simple. Languages aren't very important, but I'd prefer a .Net interface, however all others are ok - as long as it's a real API and not a script interface.
*Bump* No answer? Does nobody out there get Zen-Fire data through an API at all? Must be rare I guess...
Getting data from Zen-Fire and using it to trade through anywhere other than Zen-Fire would violate your license to use the software in Zen-Fire and render it void.
I see. Thanks for clearing that up. I guess I need to look for independent data providers which also offer an API. If anyone comes accross this post and has a suggestion, they're welcome. I'm looking at rithmic now btw, so it's interesting you posted.
Zen and Rithmic are "just above average" performers when it comes to data feeds. The feed most used by the pros is CQG (which I use as well), its the Lamborghini of data feeds.