I have completed the performance tests in periods of high volatility (US opening for example).
The performances are excellent even if the solution found is a bit twisted.
So I stay on this technical solution which works perfectly with Windows 7 and .NET.
The solution is :
API stream received by a compiled python application, which delivers the data on the workstation with a DDE server.
Thus any application can connect to this DDE server and exploit the stream of the IG APIs (personal application with .NET, Excel, Matlab, etc...). No latency was observed.