Developing a Trading System in Visual C++

I am interested in developing a trading system in Visual C++. The system should be able to be integrated with a variety of market data feeds, e.g. eSignal in particular. I am interested in applying techical analysis for trade entry/exit strategies.

Can anyone give me some advise on using C++ as a language to develop trading systems from scratch, in particular Visual C++. Will it be easy to add eSignal data feed to the system?

Are there any useful books for this?

Any advise will be greatly appreciated.