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do you want to work via the FIX API or what is the idea behind? please get some more into detail what you are exactly planning. which brokers, which strategies, how many transactions,... do you want to trade with high-performance, within milliseconds?

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using the API connectors from the third party software.. thanks. I know very little about Python connectors to specific APIs but trying to learn more. This is high frequency, so moving lots of quotes around, although not thousands, maybe hundreds in an hour.

although if you count ALL messages to the exchange, easily thousands an hour

FIX is actually a protocol

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