Looking for reliable, unfiltered real-time data feed provider w/ API

Offering T&S, DOM, most importantly supporting CME-traded futures contracts. To be used in conjunction with proprietary C++ trading software on a linux box, so no windows installs.

Any recommendations?

Thanks in advance!
 
Quote from TSGannGalt:

I like TT (Trading Technologies)
Thank you. Perhaps I'm not looking well, but TT provides little documentation on how to connect directly to their gateways instead of via their Windows API.
 
This is really disappointing.

eSignal, DTN, CQG, TT, none of the retail data vendors contacted offer anything I need. At this (developmental) stage I just don't need a direct exchange feed or an institutional(ly priced) solution.

Running a Windows box just to handle feeds (and communicate with brokers - the number of retail brokers offering linux-friendly solutions is plain disappointing too) kind of defeats the whole point of running a linux box.

Any other suggestions?
 
FIX may get you there. Quickfix.
To avoid windows you need an \\\"API\\\" that is socket (tcp/ip) based, not windows dll based.

Time, money and ingenutiy can solve any problem.
 
Quote from plodder:

FIX may get you there. Quickfix.
To avoid windows you need an \\\"API\\\" that is socket (tcp/ip) based, not windows dll based.

Time, money and ingenutiy can solve any problem.
Yes, but please show me what data providers and/or retail brokers offer a true socket connection, that is not in fact handled by their windows based API.

TT talk of FIX support, which in fact boils down to a (Windows-based) adapter.
 
Quote from Davdse:

Yes, but please show me what data providers and/or retail brokers offer a true socket connection, that is not in fact handled by their windows based API.

TT talk of FIX support, which in fact boils down to a (Windows-based) adapter.

ACTIV Financial
 
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