Fidelity does not have an open API and does not seem at all interested in providing one. Medved Trader is the only 3rd party software that works with it as far as I know. We had to do the integration via their website, so feature availability is restricted to what is available on the site. The integration is for trading only, so you would have to use another datafeed in Medved Trader for the quotes. As far as trading capabilities, I have been using it myself for the past two weeks because their fills are much better than TD Ameritrade's. That gave me a chance to fix a bunch of stuff and optimize it a bit. Few notes:
Since they do not have push notification on their site, MT has to poll the transactions, positions, balances, which may add slight delay in getting feedback. That is the part that I was optimizing.
Sending orders is fast. Getting response back on the status - slower than TD Ameritrade, IB or others that have push notification, but should still get info updated within a couple seconds for transactions.
Positions seem to update a bit slower - but not because of MT. Seems that their webpage is a bit late reflecting latest position data. MT will poll for a few extra seconds after any fill in order to make sure it got the updated data.
Had some issues with login where it would occasionally fail in MT, but I think I just got that fixed last night.
Overall, works well. Good for about 450 trades over the past few days, so was good enough for that volume. And definitely better than ATP. has hotkeys, DOM, etc..
All the changes are in the beta version except the login fix. That will be in beta before Monday, though if you want to get setup, just email MT support and we will get you the update now.
