Is there a single open source library which contains API calls for each brokers to do common functionalities like, get price ticks, submit orders?
for ex)
buy("MSFT",33); //will send buy order to Interactive Brokers, MBtrade etc.
Basically I am looking to run some algorithm trades to multiple brokers.
Is there an existing solution out there?
paid ones would be okay too.
preferably Java or cross-platform support.
Algo-Trader and Tradelink are a couple of platforms that provide the capability to connect to multiple brokers and data providers using a single programming interface.
If you want to check out a paid option you can check out Openquant or RightEdge - both provide a month's free trial.
There are quite a few trading platforms out there but only you'll be in a position to decide which one best fits your needs.
Quickfixj is an open source FIX engine for Java
Cameron is a commercially available.
I have worked on both of them so I can recommend them but you have to evaluate each one for your needs before you decide on one. There are multiples of them available, just google for a FIX engine.
