Looking CME + NYSE(NASDAQ) low latency environment

Hello!

I developed @ES algo that need all 505 stock prices for trading (yes, stat. arbitrage) and tested it in SIM mode (X_Trader + DXFeed). This is not low latency and when I tried trade live I got 7-7.5 usd slippage for market orders (Of course, I tried limit orders). It mean that I'm on rignt way, but X_Trader API is 30 ms delayed (C# API) for quotes and order executions.
Notice, that my algo uses several tricks and when I tried classic algo (@ES vs SP500 synt. index) I got big loss. One time my algo got profit (my algo made +1200 during the 2 hours and classic loss -1000).
DM me if you have interested, please.

Regards,
Eugene.

 

Use TT instead of X trader as it is colocated.

 

CQG have the stock prices as well as the future prices so it may be quicker to use that co located.

 

It'll not help a lot. I need low latency prices from NY still. I believe that my algo do not be ulta low latency, but DMA or sub microseconds service and fiber from NY is required. Data from NY is major

 

Talk to CQG they have both in one application or www.nanex.net and TT.

 

What is CQG delivery time from NY to Chicago? What is they latency? I'll prefer DMA + low latency data from NY setup.
PS. Sorry, I'm not fluent, but I'm looking company or private investor who have similar setup and will able allow me trade.

 

where is your computer located?

 

For now I do not have any server. But when I tried X_Trader + DXFeed it collocated in Chicago/Aurora around the TT gateway

 

Are dxfeed faster than nanex for stock data from New York?

 

I guess, yes, but it's not fiber solution - I loss around 9-10 ms. It's not possible win live with this data feed.