Microsoft certainly busy making easy click-and-generate developer tools (which activity does seem to leave them no time to write operating systems not requiring weekly patches for very serious vulnerabilities). And there is indeed a problem with technical management who thinks these interface...
you can get
http://amibroker.com/download.html
running on Yahoo data.
or have a closer look at free solutions at:
http://gliptak.150m.com/open_finance_projects.html
and if you really want something which does not depend on a particular individual/company and their desires to provide you with the software/enhancements/support now and in the future than you could go with opensource. like
http://ott.sourceforge.net/ibtrader.html
looks like it
"Instinet Pegged Market Orders
Your order is pegged to buy on the best offer, and sell on the best bid"
from
http://interactivebrokers.com/html/tradingInfo/orderInformation.html