What exactly does "real world" mean? Wouldn't you agree that anyone who trades size would be more than interested to know how the book historically responds to size being placed within the 10x10 bound?
It is/will not be practical to run 'large size' on my system... When completed it has to run sim with the broker to iron out any chinks, but more importantly to ensure it meets brokers' compliances for approximately 2 weeks... NiN
OK, I was assuming that getting the data would be the least of my problems. More or less am generally interested in other users experience doing this if any at all. I would assume there are some heavy hitters in this certain niche - not that any are freely giving away tips though.
"If you don't know how to manually scalp and/or never did, I'd say designing an automated scalping indeed a pipedream." Yep, +1. Among other things you would have to have a very good order queue management system and a very fast ECN ($$$: co-located server, dedicated lines).