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ActiveTick, data feed only, works natively on Linux. http://www.activetick.com/activetick/contents/ActiveTickFeedAPIDetails.aspx

The purpose of certification is to test that you can place orders correctly, and that your software can gracefully recover from the lost connection resending and receiving all lost messages. IB FIX also requires certification.

Interactive Broker's Unix API is free, FIX is $100/month. You can also take a look at MB Trading. Their API is Windows only, however they offer free FIX, which I am using with Ubuntu. Their customer support is very responsive. I'd never consider MONO which would add another source for...

Interactive Brokers: http://www.interactivebrokers.com/en/?f=programInterface

Just run a linear regression through the points and you'll get a trend line. You can find open source or free libraries implementing that in C/C++.

Google for the Sony tech support ratings before buying their laptop - it's at the very bottom. You're alright as long as the laptop works but prepare for a world of pain if it breaks.

By tick volume you mean order arrival rate, I see your point now, thank you.

Right, you cannot get the real/total volume from a broker because there is no single exchange in Forex, so the last volume traded comes from your broker. MBT, being a retail broker, often shows small last volume traded numbers such 1K, 5K, sometimes larger, so I am not sure that MBT's volume...

Have you thought of subscribing to tick data from another broker (maybe a prime broker) that shows the volume traded by big banks/market makers? That would be a better estimate of where the whole market is going than getting volume from MBT. I am considering of going that route. There is website...

Right about backtest, thanks for contributing.

Definitely not seeing the whole market, hence is volume useful at all to gauge where the market is going?

Bid, ask, or execution volume.

Do you use volume in FOREX trading?

So I can download EOD data from your website? I do not see it, can you provide a link. Thanks.

Since we get good responses here, hence I have another question :), especially to those who trade in FOREX (that includes OP). To run your strategies, do you use last bid/ask quote or do you use last execution price?

Oh, by tick you mean historical data, I see. As Retionalize said you can feed you algo either from a database or from a real time feed, in this case data should come in the same format, it's either bid/ask quotes or OHLCV bars. That's the way I run it too, it's easy to switch forward test or...

I am bit confused with the terminology here. From investopedia: tick - "The minimum upward or downward movement in the price of a security. The term "tick" also refers to the change in the price of a security from trade to trade." quote - "1. The last price at which a security or...

I got it about the "window" concept. THX to you and previous posters too. You do not use any of MA for your strategies? Or it's 10 min SMA that troubles you, I just used 10 min as an example.

That's an idea. Then the queue size will vary throughout the time.

I would want to know the quotes arrival rate for the past 10 min, for example.