hi nononsense,
I've been having good luck with QuickFIX, its open source and works on all major platforms & OS's:
http://www.quickfixengine.org
The hard part is partnering with a vendor who publishes their FIX Spec (e.g. required and custom Tags, message sequence detail, etc - they're all different) and who's willing & able to support developers; work with you during integration, answer technical questions, provide demo/test accounts, etc.
I've been having good luck with QuickFIX, its open source and works on all major platforms & OS's:
http://www.quickfixengine.org
The hard part is partnering with a vendor who publishes their FIX Spec (e.g. required and custom Tags, message sequence detail, etc - they're all different) and who's willing & able to support developers; work with you during integration, answer technical questions, provide demo/test accounts, etc.