I might be a little late to reply to this post.
I have done some interesting experiments with the WinLink interface to InstaQuote.
I was succesful with the following things:
- perform a login
- get a time and sales feed for multiple tickers
- get a levelII feed for multiple tickers
- open a batch order entry window
- execute a batch
I was unsuccessful in:
- getting historical data (only data that was manually requested passes through ...)
- gettting a datafeed from a detailed quote window (InstaQuote does not reply ...)
Stuff I still haven't tried:
- portfolio management
- order management
Just send me a PM if you want more info.
regards,
