Hi, I'm interesting develop HFT solution for best CME access. Developed some models based on ticks loaded from live Ninja Trader connection, but I guess it's not good way and I'm warry this data is not correct for my HFT models. I have some capital, but warry that I will lost a lot of money when will try start it my self (CME membership, service provider fee (like dedicated server on Aurora data center) etc and this risk if very huge for me. And I'm looking company that will able give me connection through they own CME connection under some conditions. Or somebody can send me ES futures ticks for several days from this connection with some comments? When I'll have more info I'll able continue. Sure, I can pay for quotes and comments. Regards,
Thank you for this URL I'll keep it. But i need complete solution with ready CME connection. I can use any API or develop FIX package, but i need something that already works with DMA CME...
see this thread http://elitetrader.com/vb/showthread.php?s=&threadid=207949&highlight=rackspace+aurora
This is mainly about Rithmic. May be this is good solution, but any way need a lot for run HFT (Membership etc etc... and it'll take a lot of time)