What is a good broker for HFT?
What is a good broker for HFT?
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user40 · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: user40
Original post: https://quant.stackexchange.com/questions/569
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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Currently I trade trough IB. I run my HFT strategies (100 roundtrips per hour) but I think that latency is killing me and my profits are shrinking. I need the fastest possible brokers out there which meet the following requirements:
Willing to deal with small accounts (50k). Hence lime is off the table.
Has Java api (or it's easy to buy third party api for it)
Can trade futures
Offers colocation (US and EU)
Offers data feed
Can run on unix box
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