hi, i have created my own high frequency trading application and have backtested some strategies for the FTSE100 stocks and would like to live test them in the market. Currently I am looking for a reasonably priced data provider of real time level2 data. do you have any suggestions? Further do you know which broker has an API connection and is reasonably priced. Do I have to pay stamp duty on each trade in the UK even when I clear the positions end of day? Thanks