Good time of the day! I am looking for a futures broker that offers a relatively fast API with connectivity to CFE (CBOE futures exchange) and CME.
Brokers with Futures Trading API For CBOE and CME
- Thread starter Dame de Hasard
- Start date
Do you know what their cost model is? I recall hearing ~5k/month which is pretty much prohibitive unless you are an institution.
What do you mean by "fast"? When does it become too slow for you?
Ideally under 100 mikes tick to trade (that's in addition to my own wire to wire) but I know that would be hard to achieve unless I build something myself. In the early stages i can live with 5-10ms tick to trade and can decide which way to go once I have everything else working.
I think in the beginning I might be OK with something like CQG API or TT API (Optimus Prime offers both, as per their website - does anyone have any experience with them?) or use R.J. O’Brien FIX connection (though I am not sure which IBs introduce to them).
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