I am going to be a freshman in college and had an idea how beat the market using high frequency trading with some stocks. A couple of friends and I got data down the second and did some backtesting and it offers about 1-3% per day returns. The truth is we need millisecond data and we also need bid/ask data. Is the a firm that allows people to use their software, use their data feed, not use or tell anyone your method, and then you pay them brokers fees or a fee of some sort. We are worried of the idea getting taken but we still want to try to do some better testing with hopefully live millisecond data and then move onto real money. I don't know much about high frequency trading platforms but we could learn whatever coding language necessary. Any info is helpful. Thanks.