If you do not do colocation, FIX should be the best choice, actually Nasdaq's OUCH and NYSE's CCG both are simplified binary version of FIX.Purely latency wide Fix is slower than a very high performance C++ Api. That is why most hft houses use the direct C++ APIs offered by exchanges and don't use FIX. But Fix is still easier (not trivial) to implement than having to target the entirely unique non fix api each broker offers.