www.cqg.com www.tradingtechnologies.com www.Rithmic.com any broker supplying these front ends that have an api. List of brokers on those sites. www.interactivebrokers.com www.tradovate.com
We offer Rithmic, CQG, Sierra as well as a free API using .NET/ C# https://www.cannontrading.com/software/futures-trading-api
I expect this is an unreasonable target. Even if you had a hosted server at the CME data center in Aurora, IL with data direct from the CME and your own ILink direct connection, every order still requires risk and credit checks. Any other API is going to be slower than this offering.