Which brokers offer a .NET stock trading API?

External question — Quantitative Finance Stack Exchange Author: em70 Original post: https://quant.stackexchange.com/questions/1554 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'm trying to make up my mind and choose a broker, however much of my choice depends on the trading API offered. I'm definitely not interested in FIX solutions and I'd very much like a .NET implementation of the client interface. So far I've looked at MBTrading (poorly implemented, not compatible with modern software stacks), IB (complicated, not .NET, requires their TWS software to be running as a proxy), Thinkorswim (little documentation, not .NET). I also have some experience with Lime Brokerage's API, which is very nice indeed, however I'm afraid the operation I intend on starting might not meet their minimums. Are there any good alternatives? Of course an API is worthless without an efficient broker, so speed of execution and a decent fee structure would be appreciated. Thanks in advance.

External answer — Quantitative Finance Stack Exchange Author: bill_080 Original post: https://quant.stackexchange.com/a/7490 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'm a little surprised that no one has mentioned Fidelity (Wealth-Lab Pro, using C#): https://www.fidelity.com/trading/advanced-trading-tools/strategy-testing/overview https://www.fidelity.com/trading/advanced-trading-tools/strategy-testing/faqs I realize that this has now been extended to retail trading, however for certain types of hedge funds, this is more than good enough. If you're running/testing your own Index, the Index-Lab extension is a cheap way to test things out. If you want to test some auto-trades and don't require millisecond timing, it's a cheap way to play with various schemes.