I personally would go with a API(Programming Interface) tie-in to the dealing desk, some broker`s do not offer data tie-in`s therefore you would not be able to use an API Interface, though some broker`s have programmable platforms, such as TradeStation, Oanda, MetaTrader, etc... I would recommend the following reading material that covers programming such as MQL, C++, VB. Broker`s that offer programmable platforms do offer some type of help file`s on programming, but they are vary basic.