What online brokers offer APIs?
Looks like E*Trade has an API now.
For access to historical data, I've found EODData to have reasonable prices for their data dumps. For side projects, I can't afford (rather don't want to afford) a huge subscription fee just for some data to tinker with.
So I'm getting really sick of E*TRADE and, being a developer, would love to find an online broker that offers an API. It would be great to be able to write my own trading tools, and maybe even modify existing ones.
Based on my research so far, I've only found one option. Interactive Brokers offers a multi-language API (Java/C++/ActiveX/DDE) and has some fairly decent commission rates to boot. I want to make sure there aren't any other options out there I should be considering. Any ideas?
Update: Based on answers so far, here's a quick list...
Ameritrade also offers an API, as long as you have an Ameritrade account: http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html
Only related with currency trading (Forex), but many Forex brokers are offering MetaTrader which let you code in MQL. The main problem with it (aside that it's limited to Forex) is that you've to code in MQL which might not be your preferred language.
openecry.com is a broker with plenty of information on an API and instructions on how to do yours. There are also other brokers with the OEC platform and all the bells and whistles a pro could ask for.
I've been using parts of the marketcetera platform. They support all kinds of marketdata sources and brokers and you should easily be able to add more brokers and/or data providers. This is not a direct broker API of course, but that helps you avoid vendor lock-in so that might be a good thing. And of course all the tools they use are open source.