I'm trying to build a trading software connecting to FIX API (through python or C++) for trading speed matters (classic algo trader realising that the MT4 platform can't be the final answer..!).
However, documentation on the web is super obscure and I don't even manage to connect to the FIX API server for a simple real-time quotes retrieval..
Anybody willing to share any leads concerning code samples enabling to use FIX protocol without having to resort to a paying third party ?
Anybody willing to collaborate in this process ?
Let's open-source this so that retail traders get a chance against the big boys !!