FIX Protocol

SourceForge lists several Open Source FIX projects:

• QuickFIX is C++ (with C++, Java, .NET bindings), runs on Windows, Solaris, Linux.
• SlimFIX is Java, says it's only been tested on Windows.
• financelib and Open FIX Engine don't seem to have any code at all.
• The fixzilla FIX log analyzer (in Java) might be useful.
• FreeTrade is sort of related but not relevent here.

Another one must mention is QuickFIX/J . This one is really active now days.

Besides FIX, here are some other similar-sounding standards I've come across:

• The investment (stocks, bonds, options) part of OFX (Open Financial Exchange) might be sufficient for what I want to do, but is supposedly more retail oriented.
• IFX (Interactive Financial eXchange) sounds similar but I think doesn't include investments/trading.
• FpML seems to be just for Derivatives.
• There are links to a lot of other similar (STPML, FinXML, etc.) at the bottom of this FixML page.

FIX seems the most used protocol, even for connecting to stock exchange. It was primally designed for semi manual order processing between trading desks.
As you may notice, it is a open protocol with a flat structure mixing element from different protocols layers.
Note that the implementation is very dependent of the interpretation of various tags or the usage of private tags.
In fact each installation of this kind of gateway needs lot of testing. Testing experience as well as specific knowledge of each market (cash equities, derivatives, forex, commodities, ...) is of main importance in this business.
Note that the protocol is very crude about security and authentication.