I want to learn to day-trade NASDAQ listed stocks - on paper for now - for real, not any time soon (budget constrains). I am reading the books and online articles but would appreciate it if you point me in the right direction. I need a software that has programability and is free for paper-trading for a long time (not a 15 day trial). It has to be able to record the market data it is receiving so that I can backtest different strategies. So far I have found NinjaTrader - free, unless I want to actually trade. Any other recommendations? Also, I need a recommendation for a data source compatible with NinjaTrader. I do not mind paying some (low) monthly fee. Is there a company that will let me get the data if I don't actually trade for a long time. Do I have to open a trading account with real money in it and if so is there a place that will do it for $500-$1000? For NASDAQ I see there is TotalView - the deepest market view. Is it possible to get that? I KNOW that paper-trading is not like the real thing. It takes the emotions out of the equation. But for now I want to learn the technical side. Regardless, I need the process to be as close to the real thing as possible. Is it possible with NinjaTrader and the market data provider that you recommend to have each trade execute NOT as a transaction ONLY inside NinjaTrader but also to go through the whole communication process to the trade server and as such give me realistic idea of latency/slippage? These and any other recommendations will be greatly appreciated! Thank you!