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.