Thread: ECN Trading
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Old 04-19-2007, 02:56 PM
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Quote:
Originally Posted by daraknor
Do you have a link on IB API? Many API are proprietary and my goal with ECN programming is to support a common protocol. MAN supports FIX 4.2 it seems, so does Dukascopy. Both groups require a high deposit. I'm looking at MB Trading as my initial ECN target because the deposit requirement is $400 and they seem to have a decent system for execution, plenty of volume. (Anonymous trades, volume hidden, Level 2 very active with 5000 full lots per 10 seconds visible non-news.)

I'm rounding up programmers that are interested. We might be able to have some MT4 compatibility for source files but my initial testing will be working on a rewritten EA implementing the protocol library directly. The protocol library is written in C++, I'm thinking of Python for EA development with a .Net version implemented automatically through IronPython -> IL -> C#.

I'm asking now about FIX versions, MBT might use Fix 4.4 with proprietary extensions. FIX 4.2 seems the most common.

Minimum account size w/MBT: $400.
Justo go to http://www.interactivebrokers.com/

Choose "software" tab. Inside there are many API links.

Quote:
Program traders may build their own add-on applications in Excel, C++, Java, and Visual Basic with our proprietary Application Program Interface (API), which requires TWS to be running in the background. We encourage API users to test API components with the TWS Demo System before actually implementing any new API systems.
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