It's not a question of "can it be done?" Yes, of course it can be done, we have existence proofs to demonstrate that. The question is whether this particular poster, using the approach described in this thread, can get it done. The answer to that is almost certainly "No", as neither the training nor the experience is there to even formulate the problem correctly.
If you plan to make 10K trades per day you should be aware of their trading agreement clause that you will not "submit any Order that is artificial or fictitious or place an Order that is designed to give the market a false or misleading impression as to the supply or demand, value or price of an Instrument; or act or engage in any conduct which is likely to damage the fairness, integrity, proper functioning or orderliness of the MTF." MTF is their book I guess. So that means that anytime you are making good profits you can be accused of manipulating the market, especially if you are doing such a high number of trades. Can you be protected against a very loose interpretation of this clause? I suggest to you to become a position trader
The choice of LMAX is a whole 'nutter issue. Goldman dumped its stake, and it's now (more or less) completely owned by a sports-betting company.
Is there any other suggestion could be better than LMAX? I have compared between Dukascopy and the newly established London-based LMAX. I have found that execution latency in Dukascopy is nearly 400-500 ms. You can add on that your latency to reach their server ( in my case it is 120ms, without colocation). Even i colocalized to a very proximity to Duka server to get it down to less than 10ms, i will still have to face the 500ms. Simply, it is unacceptable for me. Furthermore, Duka tick granularity is every 0.00005 Vs LMAX which is 0.00001. You are true about GS and LMAX. I have read this but what is the best alternative for my case that working still on retail scope..
No, it is not. Unless you consider 6.9 orders per 60 seconds is a HFT. Even, i can not call it Medium FT. My two cents.