Greetings ramack
I didnt start trading from my linux machine yet, I wanted too because my programming knowledge have been mostly on linux mainly Perl, and some C and some C++, and I want to move away from Excel!
And I am personally more willing to invest more in Perl and C++, rather than C#
Anyway, my research for far, you can use iqfeed and socket programming since iqfeed runs on linux via wine
There is also ActiveTick which offers a C++ API for its feed on linux and another HTTP option which I dont fully understand.
ActiveTick have been around for a while now, but their website dont really inspire confidence , not enough information about the company or their people, you will not find the name and contact of a single person on their website
There used to be a company called futureprice, but their product was beta, there wasnt any information on how to buy their datafeed and recently their website stopped opening!!!
Finally there is Rithmic R Api, which is to my understanding run on linux and can be used to place order and receive their datafeed, you cant buy their service directly from them, you will need to open an account with a broker that offer their API as an option like "Vision Financial Markets"
I will probably try iqfeed on wine first, and try to make a move to Rithmic / Vision Financial later next year
