Hi all, I developed some day trading strategies for European stocks. It is not HFT; hold time is some hours to days. I use my own continuously stored data in minute samples for developement / limited backtesting (limited because I don't have decades of data). My framework is coded in c++. I additionally have some python and java/groovy code around for visualisation. I would now like to go the next steps, which are: a) get some good quality data (payed) for backtesting - where to get what? b) connect to (probaly IB) paper trading account for live testing I was looking into marketetcetera because they claim to get everything togehter (data management, flexible connections to different brokers etc.). But I have the impression that it is not frequently used. I'm not sure if I should add an additional layer providing some flexibility at all. I tend to use IB's Api for paper trading and live trading, and buy and store backtesting data into my own database. What do you think? Are there any libraries worth looking into? Regarding data-frequency: I decided to work on 1minute data because I wanted to be robust with respect to latencies. I read that with IB order to ack latency is in the order of 500ms. So developing something on a 1s basis did not seem to make sense. What do you think would be a good timebasis for this kind of trading? Should I stick to 1minute or opt for 30s / 10s or even below? Is there a good data provider, especially for european stocks? I would trade ~30stocks in parallel. When using IB API, can I select realtime data-frequency? What is realistic for a standard internet access? Thanks Alex P.S.: how about non-display fees? are they especially for NYSE or will ther be something similar e.g. for xetra?