Do any of you guys record depth quotes from all the ECNs for backtesting purposes? I've written some software to do this with 2 seperate direct access brokers via their respective APIs and was wondering how you guys handle the volume? I'm recording ECN+Nasdaq level II for the top 10 nasdaq-100 and only nasdaq level II for the remaining 90 and the volume is crushing my poor little T1. About 1.5 million records per hour is being recorded to my sql database. The database is only capable of writing around 500 records per second so the reamining is queued into memory and it finally all gets flushed out about 30 minutes after market close. My main question is, if anyone is doing this, what kind of hardware setup are you using? I'm thinking of building a dual-opteron 252 with 8gigs of ram, raid, etc. But i'd like to see if anyone is willing to share their experiences in this area first.