What EURO exchanges have web APIs currently?
There are quite a few exchanges in Europe with APIs. Use the Bitdango exchange search to find exchanges in European countries:

http://bitdango.com/exchanges?countries=BG,CZ,DE,FI,FR,GB,HR,MT,NL,NO,PL,SE,SI

Or use the Bitdango market search to find markets that use Euros as quote currency:

http://bitdango.com/markets?quoteCurrencies=EUR