I am looking for a broker that would have direct access to the CME group futures market.

- Allow European customers.
- Platform independent. Most of what I've seen run on Windows.
- Rest API in order to be able to develop custom indicators and algorithms.
- Graphical UIs , charts or web based controls are not needed

Hi,

I am a system trader based in the Netherlands and use Interactive Brokers to feed my database with real-time data.
IB does provide an API for data feed & order execution, including ES & MES.
It is a Java application running on Windows.
You can trade on most markets globally for very competitive costs.

Good luck!

OneEye 

Hi, I am a system trader based in the Netherlands and use Interactive Brokers to feed my database with real-time data. IB does provide an API for data feed & order execution, including ES & MES. It is a Java application running on Windows. You can trade on most markets globally for very competitive costs. Good luck!

Thanks, I am actually trying to get rid of IB. I do have an account with them, but I am so tired of their stone age API. Not to mention that their data feed keeps dropping for no apparent reason.

I had to limit the ticker rate to max 1 tick per second per instrument.
On a glass fiber connection my hardware could not keep up with the data rate they send.

Maybe you had run in the same problem?

OneEye 

I had to limit the ticker rate to max 1 tick per second per instrument. On a glass fiber connection my hardware could not keep up with the data rate they send. Maybe you had run in the same problem?

I normally use the real time feed (top of the book) which is an average price of the ticker per second. It is at their end when they suddenly drop the stream giving a useless message like "data market is inactive and will be available on demand", a streaming service is supposed to be streaming until we drop the connection. but they decide to drop it themselves and force you to reconnect several times per hour. If they can't keep up with the stream they shouldn't even offer it.