Hi, Looking possibility start latency arb trading on CME based on NYSE data analyze. Plan trade SP500 e-mini. Tried run this summer this project based on e-mini data analyze, but not successfully. In my opinion another arb guys removes my liquidity before 2-3 ms from my entry model's moment. I traded in CME DMA mode of course (sure I developed software that trades CME DMA via MDP3/FIX). Send me direct message if you like talk with me about it, please. Regards, Eugene.
Y You are up against a bunch of really well funded smart teams doing exactly the same thing, and as you found out able to do so faster than you. If you don't have an edge, you'll be hard pressed to beat them at that game.