Ok, so far all suggestions were about retail brokers, except mine own about thinkpipes. Please, if somebody knows companies that specialise in servicing HFT platforms or collocation services - let me know. They might be too big/expensive or just not interested in doing business - that's ok. I need to understand who defines the standards in HFT word and how much it costs to get there. Thanks! --R
http://lmgtfy.com/?q=CME+colocation I'd be interested to learn what you find for "futures trading on a small scale" that offers Nasdaq TotalView (wtf?) that is not for retail. I know the conversation has morphed from your original question. As you struggle for answers, forgive us for struggling to get at the right question and help if we can. For equities I don't think there's much between Genesis/Lime and becoming an exchange member. I get the sense that there isn't quite the same HFT activity in futures as there is in equities. As for Windows vs. Unix I have no desire to revisit the ages-old battle but for your smarty pants remarks. I loaded my first Linux distro (slackware) from 20+ floppies onto a 386 when I was 15. A love affair was born. I used a NeXT for a couple of years, SGIs, Suns, you name it. But, I haven't seen a bluescreen on a windows server for 10 years. Last I checked they all shift bits around. I still use Linux running in VMWare and I use cygwin because you gotta love commandline tools for some tasks. If I went to Linux for my setup, I'd probably be looking at custom hardware, too. Looking at FPGAs, CUDA, etc. Have fun and I hope to learn also about what you find.
Do a search, this has been discussed a number of times before e.g. http://www.limebrokerage.com/ http://www.lightspeed.com/ http://www.gndt.com/ etc.
caementarius, sorry if I sound too harsh! cme is offering colo space in the begging of 2012 (submit request by May 2) - way to go! Just in time when I'm planning to have the engine tested. --R