Day-trading/Financial program

I don't know what level this project might be. You guys would know better than I. There are many services which allow a stock trader to pre-program trades based on a certain set of chosen parameters. [[login to view URL]][1] is probably the best. The system can monitor a stock on a chart in 5 minute intervals, for example. The trader can type in a list of conditions that if met, a certain number of shares will automatically be bought from his account. My problem is that I wish to use indications that are not part of their list of parameters for pre-programmed trades. What I wish to use is a level 2 screen. A level 2 screen of a stock quote not only shows it's bid and ask price, but also shows you everyone who is currently bidding and offering that stock, at what price, and for how many shares. It's much more informative. Here's a link to a page containing a screenshot of a typical level 2 screen. The data in the yellow box is the real-time data that I'm interested in.: <[login to view URL]> I asked Scottrade what their level 2 screen is programmed in, and they told me c++. Is it possible to have a program that would interface with a level 2 screen to collect and process the data, perform some basic math calculations, and then either give me a signal when certain conditions are met, or interface to automatically purchase shares from an account? A program that would have enough flexibility to allow me to change some of the calculations, so as to allow me to test different trades, would be important as well. ## Deliverables 1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables): a) For web sites or other server-side deliverables intended to only ever exist in one place in the Buyer's environment--Deliverables must be installed by the Seller in ready-to-run condition in the Buyer's environment. b) For all others including desktop software or software the buyer intends to distribute: A software installation package that will install the software in ready-to-run condition on the platform(s) specified in this bid request. 3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement). ## Platform Currently running Windows XP, but may be changing to Vista soon. Using Inernet Exporer.