Didn't realise you could get all of that with IB. May be cheaper, but direct access gives you minimum increment spread, and this is currently free if you subscribe to the charting package which is IMO excellent.
This is very interesting information. Thank you for sharing it. My business has grown to the point where it is time to take it to the next level from an infrastructure standpoint and CQG is definitely in the running. Again, thank you.
JJ, from an automation perspective, I think you may be better checking out TT as they have a very well developed API that allows both data out and orders in. You could certainly call your external strategies and have orders inbound for execution.
CQG, I gather, only allows data out through the API.
I don't mind having my strategies written in the platform's native language. I just want this to be the last platform for a while. If the platform allows DLL calls I can do the automation myself.