The only auto solution on which i can comment is the one which i am using personally. I use Symphonys Presto for autotrading.
Cost involved: 25k annual fees and datafeed charges as applicable to you.
Cant comment on other services as I have not used them.
Problems: There is only one problem in autotrading and that is impact cost and noone can be spared from that.
Other problem like connection issues can be dealt.
Hope it helps
Thanks,
MT