Boze, this is how it gets done on an institutional pro level (two prominent choices, there are more): http://www.tickit.com/automated-spreader.html http://thomsonreuters.com/products_...ading_solutions/athenaspreader/?view=Standard
I've had lower end Thompson terminals for years... And it's next to impossible to get detailed info on anything... Or clearly differentiate between their 1,000 product variations. Their web site is a good example... Just some ultra-general ad copy from the old Reuters site... No technical downloads or forums... No pricing of any kind... Just keep calling salespeople and get lucky... If you're not Fortune 500... They assign you to someone that started last week. I would avoid them on principle.
In my experience ZenFire/Rithmic was faster than CQG. Minimal but noticeable. With CQG/Ninjatrader i experienced issues with charts never experienced with NT. NT and CQG issue. NT willing to work this issue out but I had my broker dealing with CQG regarding another issue, so I had lost patience with CQG. Issue being unable to trade Futures contracts I was told would be available.
Fidessa, PortWare, Apama, they are all about spread trading in a very high frequency, micro-structural aspect in the markets. You have databases like GrapeVine that are all about rooting out very focused inter and intramarket spread correlations. I've used Eccoware to do 8 legs at a wack... there are all kinds of options out there. You don't hear about them in this kind of forum because quite frankly this is industrial strength arbitrage. And quite frankly, this is why Harris bought Tick-it.
TRS, The charting issue you speak was resolved a week ago. The issue was an incorrect symbol mapping.
Ray, The assistance I received from NinjaTrader was first class. I was not impressed with CQG. I have no issues with NT platform and continue to use NT for my discretionary trading.