Good time of the day! I am looking for a futures broker that offers a relatively fast API with connectivity to CFE (CBOE futures exchange) and CME.
Do you know what their cost model is? I recall hearing ~5k/month which is pretty much prohibitive unless you are an institution.
Ideally under 100 mikes tick to trade (that's in addition to my own wire to wire) but I know that would be hard to achieve unless I build something myself. In the early stages i can live with 5-10ms tick to trade and can decide which way to go once I have everything else working. I think in the beginning I might be OK with something like CQG API or TT API (Optimus Prime offers both, as per their website - does anyone have any experience with them?) or use R.J. O’Brien FIX connection (though I am not sure which IBs introduce to them).