I'm trying to make up my mind and choose a broker, however much of my choice depends on the trading API offered. I'm definitely not interested in FIX solutions and I'd very much like a .NET implementation of the client interface.
So far I've looked at MBTrading (poorly implemented, not compatible with modern software stacks), IB (complicated, not .NET, requires their TWS software to be running as a proxy), Thinkorswim (little documentation, not .NET).
I also have some experience with Lime Brokerage's API, which is very nice indeed, however I'm afraid the operation I intend on starting might not meet their minimums.
Are there any good alternatives?
Of course an API is worthless without an efficient broker, so speed of execution and a decent fee structure would be appreciated.
Thanks in advance.
Answer
Interactive Brokers does have a .NET API, albeit a free (as in speach) one written by Karl Schulze, not IB themselves.
http://www.dinosaurtech.com/utilities/
It's written in C# (and IMHO well written). I've examined both it and the Java API and find the .NET version more to my liking. That's probably just because I'm more familiar with .NET than I am with Java.
You're right about TWS, the API talks to a TWS or IB Gateway instance. As far as I can tell, IB Gateway is produced for no other reason than to allow API clients to execute.
The IB API may indeed by overly complicated compared to other APIs -- I've read as much elsewhere. But it's the first trading API I've worked with personally, so I can't say for sure.
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