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Re:Ask HN: How to learn about automated trading systems? by iamelgringo on Thursday August 06, 2009 @03:29AM (#744987)
Ameritrade has an api.

I've also been looking at the BATS exchange: http://www.batstrading.com/home/ . I don't know how feasible it is to get an account with them. http://www.batstrading.com/membership/

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