Hi all,
I use the Interactive Brokers real-time api & historical data with c#/Sql Server. They offer both ActiveX or Sockets connections. These day I am working with genetic algorithms.
www.interactivebrokers.com/en/p.php?f=programInterface
Its available here when you open an trading account at www.i-deal.com.au/. The only cost is the monthly ASX data fee.
Steve
