Best free or open source execution and price engine

Fxguru07 · Aug 24, 2014

Hi,
What are the best open source or free applications for price aggregation and execution. I don't want to be attached to a single broker or ecn but have the ability to plug in multi fix API. Idea it would have an built in IDE but I could live with running from R or matlab. Finally I don't need charting or much bells or whistles ... Light and fast would be best...

Looking forward to hearing suggestions

Fxguru07 · Aug 24, 2014

In addition, I need to trade only forex (cash fx) so don't need volume (Dom)... Although a lite futures or stocks trading app could be interesting (like a free TT)

eusdaiki · Aug 27, 2014

for an open source fix engine checkout quickfix:

github.com/quickfix/quickfix/

Surfeur · Aug 28, 2014

fix8.org with a PrimeBroker ...

eusdaiki · Aug 28, 2014

Surfeur said:
fix8.org with a PrimeBroker ...

fix8 has much better benchmarks than quick fix

Fxguru07 · Aug 28, 2014

cool...
what about execution in the libary i didnt see anything .. did i miss it?

eusdaiki · Aug 29, 2014

Fxguru07 said:
cool...
what about execution in the libary i didnt see anything .. did i miss it?

what do you mean?

Fxguru07 · Aug 31, 2014

I'm not a IT wiz for sure but I didn't see any environment that could run algo and generate a message for the API once the data was delivered....I was under the impression that the API would need to connect to something

eusdaiki · Sep 1, 2014

You use it as a library and integrate it into your source code.

this page has a good overview of how fix8 works.

http://www.fix8.org/howitworks.html