So I have experience connecting to exchanges for order routing and market data. I have left the high-frequency trading industry for more than one year now, so no legal barriers. Question is simple: Which exchanges out there will allow a person/individual (not a company) to connect to receive market data and place orders live without bureoucracy? I imagine only Forex will allow something like that. So to put it simply: "What electronic exchanges will give a person/individual connectivity so he can trade to his personal account? Am I dreaming here and this can only be done by a full-blown legal company?