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I need a C# DLL that manage the Financial Protocol GLWin.
GLWin protocol is made of two parts :
SLE = OrderRouting. Is used to send orders to the market and to follow the progress of these orders and transactions that occur.
SLC = PriceFeed. Is used to provide access to financial data feed for client /API applications.
In the DLL I need to use BASIC (not all request/response) API GL requests/responses. For more info, refer to the enclosed document. (GLSpec.txt)
I need to use this DLL on my existing .NET project and need to manage GLWin API of three different Italian exchanges : HIMTF, MILMIT, TLX (enclosed docs).
VERY IMPORTANT : SPEED of the methods is very important. VERY LOW LATENCY !
For any question, send message please !
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