Interactive Brokers APIs

The DDE for Excel is extremely easy to use for those that do not have any programming experience. IB provides pre-designed APIs to connect directly to their servers. If you are better at programming, I would use C++. C++ is most powerful but doesn't provide a GUI to view the activity of your application. Their tutorials and webinars are have been a god send.

Has anyone created their own platform or use APIs to connect directly to the markets?

Why not use Amibroker? Works like a charme but has a learning curve (not as steep as C++).

Yes. I wrote my own Trading application using C# WPF and connect to the FuturesOnline (formely OpenEcry) API.

Thanks for the suggestion but PCs are $%$# and it is only avaiable on the PC. I refuse to use Parallels for that.

Also, I just paid someone to develop it for me. Interactive Brokers works best for propietary trading group and FIX SFTI. I contract directly with the NYSE and clear my trades through IB.