I would like to find a list of (commercial, freeware, or open-source)
APIs that my own custom Windows- or Linux-based software can call to
place stock buy/sell orders with an online brokerage firm without
human intervention.  These APIs could be implemented with a .DLL/.SO
or an HTTP server running either locally or remotely, or with some
other mechanism.  The APIs must return order tracking numbers so the
calling software can record, confirm execution of, or cancel, any
orders that were transmitted to the broker.  The APIs do not need to
supply stock quote information.

Lime Brokarage offers an API:
http://www.limebrokerage.com/

There is a protocol called OUCH created by the Island ECN. OUCH talks
over SoupTCP (another Island's native). It's not really an API, so you
essentially open a socket to an OUCH port, and start sending messages
to Island. One big disclaimer: Island is an ECN, so it will only deal
with Broker Dealers. Thus, YOU, as an individual investor, can NOT
place orders on Island.
In any case: http://www.island.com/prodserv/developers/resources/specs/ouch200.asp

gw-ga,
you got me thinking about all of this. And then I remembered that
Heartland(http://www.hrld.com) offers an API - this is exactly what
they do. The people are very nice there. You should talk to Lee
(lee@hrld.com) about this, he's n executive vp there. Tell him Mike
from Island sent you :)