My conclusion is that I am not sure if open source trading platforms is the way. I have played with all major ones for both .NET and Java, both have inadequate documentation and full of bugs. I also came across a critical bug in a .NET which lowers my confidence in the product. Also, the community is not responsive on queries and even the vendor comes off standoffish. One last thing is the PAID monthly support is only through email which is not really comforting if you are depending on critical live trading.
It appears the IB one using their API may give you really good support through their API development team. It is always updated to which works with TWS. Maybe this is the best way to execute trades?
I want C++ as opposed to Java.
As for IQFeed, I find the dependency on a third party app like QCollector is not the way either. It is limited on what it can do. Support is pretty well questionable as well as their Developer section is crappy as the vendor does not really support it. I am revisiting to pay the $300 IQFeed API to get access to the examples in C++. This may be another option for better support from IQFeed’s API team.
How to manage market tick data with Qcollector and IQFeeds for your trading strategies and quant analytics
This is an amazing combination to manage your market tick data regardless of frequency with this fantastic software and very affordable market data provider. This enables you to quickly download tick data for testing your trading strategies, algorithms, and models.
Quant development: As my IQFeeds trial end, new option with QCharts and QCollector for housing tick data in one spot?
I have not done a complete comparison of QCharts vs IQ Feeds yet, but this could be another viable option. The other cool thing is QCollector which can be the software which will house all my tick data where I can program or it manually schedule to collect it. This could get interesting.