Imported from previous forum
[ original email was from Andy Zauner - zauner@in-net.de ]
Dear Sirs,
we are currently developing a order execution system, which should
execute orders at a pre-defined time.
For that solution we need to communicate with our broker
(interactivebrokers/timberhill) through a CTCI (computer to computer
interface). Our broker told us that this interface is based on the
’fixprotocol’ standard.
So what we need is a cheap and easy solution that our software (written
in visual c++) can communicate with the broker’s network through
fixprotocol. The best solution would be a library which could be
compiled in our programm or a tool which could be easily accessed by our
software.
One of the most important things is the time-factor! All executions have
to be done real time, so a solution which delays the orders about more
than 1,5 seconds would be too slow for us!
I hope you can help us or you could name us somebody who could help us,
by providing us with the library or a tool.
Please mail us back as soon as possible with all details, we have to be
finished with our software in the next two weeks!!!
Thanks a lot in advance !
Ewald Sikler
ewald@in-net.de
fax: +49-841-9312656