heymrdj said:Try the transport layer of the OSI module. Also the FIX protocol is the protocol used for the exchange of financial information. AKA its what makes the "super stock tickers" of Ameritrade and Fidelity and all those.... for lack of a better word.. tick. Oh and if you need a cheap one use QuickFIX (an open source FIX engine), Kinda like FreeVPS, an open source VPS that is 75% as good as Virtuozzo. There is also Xen.
Good use of Google LOL. Actually it's dual layered, Session and Application level. What's important to take into consideration is that because of the dual layered sessions, it's possible to lose packets and fall out of sequence, without losing TCP Packets and not falling out of TCP Sequence.
You can do this behind a CheckPoint Firewall, but Stateful Inspection needs to be disabled, CheckPoint (anyone know the answer to "How much does Checkpoint cost?" or should we cover that with the $30 / month comment that you made about hosting) uses a pre-authorization form of TCP Sequences after the syn-ack.
QuickFIX is exactly that, a quick fix, it's good for installing and "Certifying" FIX connectivity, but not capable of being an engine for producing Tags out of a Trading Floor Networked OMS. With that said, I wouldn't host any websites on a FIX Enabled Server. Just not practical and the FIX Server requires too much on it's own. Hmmm, Kinda like Media Hosting in regards to bandwidth and CPU Power?
You cannot use a DataFeed API into Ameritrade with FIX Connectivity.
Ameritrade doesn't allow that. Please contact Sungard, Royal Blue, Eze Castle, TNS, Bloomberg, Reuters, Thomson, etc for connectivity.
Be prepared to charge your customer $2500.00 per month. (One customer, PLUS OMS and Connecitvity Fees).
I knew the answer, was being a smart---- assuming you wouldn't even give it a shot. But Kudos for the attempt.
I'll let the others reply to the remainder of your posting. You are very good at debating.