Rithmic are hosted at http://www.theomne.net/proximity-hosting/ so you can connect directly to their network via dedicated server or vps. This is in the Aurora location where the CME matching engine is. Lower cost solution in Chicago is www.speedytradingservers.com or www.chicagovps.net
Not sure how things are set up in the US, but internationally this claim certainly does not apply. The broker/FCM is ALWAYS in between your order entry point and the execution venue. Who else would run your pre-trade risk? To my knowledge Rithmic is a technology/system vendor and not an FCM. Unless that hunch is wrong your FCM will always be in between.
Rithmic has their own IT hosting. If you are using their API, this will save you money as their hosting is competitive. I had one client use them with no complaints.
Why does end of day batching concern you in the least? It has nothing to do with trading speed. People who know a whole lot more about this stuff than I have said Dorman is competitive with Wedbush and most if not all Chicago FCM's as far as speed.
What do you mean exactly by "work fast"? Any idea of your maximum response time you are expecting? How much gain are you looking at compare to the speed you would get by trading from your home (assuming you're in North America)?
my understanding is that your are talking colocated CME its 1Gps if you are a smaller player vs 10gps is you are well heeled/hft etc. I thought that's what all the people were bitching about tiered speed/pricing. Can someone clarify this, http://www.cmegroup.com/trading/files/co-location-data-center-services.pdf
how so? And what do you mean with "rithmic network". Could you please elaborate? Rithmic is a technology vendor not an FCM or broker. Your FCM must be somewhere in between. Maybe they are in the same data center (not network) but in any case your orders must by exchange regulations go through a pre-trade risk check of an exchange/clearing member.
CME Aurora send market data to rithmic market data server on a LAN in Aurora. Rithmic market data server send it to your server or vps on the same LAN in Aurora. Your algo decides to trade and sends the order through the FCM risk check server on the same LAN and then to CME matching engine in Aurora.
so, the FCM is in between your order submission and matching engine, exactly what I said. I guess the term "on the same network" then was just misunderstood by me.