API's

I am looking for a reliable API via socket that works on the Canadian Stamp Protocol. I have looked at Interactive Brokers and heard mixed reviews. Anyone have any good suggestions with experience of their own
 
I understand that but the underlying protocol has to support those 2 order types which correct me if i'm wrong there is no AON on the american exchanges.
 
the underlying protocol is irrelevant since you don't have access to it. As for AON, there are a number of brokers supporting that, including Ameritrade, optionsXpress, I believe IB has it, adn others
 
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