Algorithmic Trading API

Question

Anyone have experience with algorithmic trading (like stocks)? Any good services to use to get quotes and to make trades?

Answer 1

I had a freelance project that used Interactive Brokers, which provided both a proprietary API as well as a FIX-based one. The proprietary API is somewhat painful to use (and they probably can't change it much, for compatibility), but you can easily code a "translation layer" to make it much more pleasant. I haven't tried the FIX-based API, so no comments there.

And yes, I reopened the question. I happen to think it's a fair question to ask.

Answer 2

I know TradeStation is pretty popular.