I've been experimenting with API for a while, I've been trading actively for a few years now so I feel i know just about enough to get me into trouble. I've been reading a lot of the posts here and am trying to factor in slippage and execution speed into my strategies. As I have been thinking about speed of data and execution I contacted my prop firm (they offer API) and tried to get my server hosted at their data vendor's cage at NASDAQ/INET with a direct feed. I figured I'd be receiving data/executing with a zero ms delay. They haven't yet told me whether its possible or what it would cost if it is, I was wondering if anyone here has done something similar or has an idea of what i should expect to pay (High and Low) for that kind of connection,. This will be my first âblackboxâ experience, any info is appreciated, Thank you.