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