I am a wet-behind-the-ears quant with some programming experience. I'd like to quit my day job, and start quoting on 300+ names simultaneously with sub 100ms latency (limit orders only). Indeed, sub 50ms latency would be better. And, if possibe, I'd like to collect rebates too. Would want a C/C++ Linux API, although Java could work too. I am comfortable working with UDP directly if need be. Is there a broker could meet the above? With portfolio margin? Historical CQS/CTS? For those who have gone this route: is CoLo strictly necessary in this case? Thanks, Z P.S. I've heard of some kind of monster called HFT: will HFT necessarily eat me alive trying the above?