Sure, I connect via a semi PB, lcgfx, lmax, and IB. All of which allow execution at the most competitive spreads. All provide very good connectivity either via FIX or multi-language API hooks. If you are serious about currency trading and especially want to algorithmically trade then I highly recommend you to consider brokers that enable access to competitive markets WITHOUT spread mark-up. (Oanda significantly marks up the spread).
When I was looking for a new broker, I did a collective comparison sweep of more than 50. While IB was superior in pricing I was looking for a specific broker for a specific function. Oanda has fit that function very well.
Have you investigated this yourself? I have found the data feed with very few latency problems, and very easy to code for. Might I ask Volpunter, with which broker(s) you have an account, if any?