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You could probably just use a basket order to gets fills on a lot of stocks.

A strategy that runs on end of daya data doesn't need an ATS at all. It can be traded easily by hand. Feeds for screen based trading and automated trading have quite different requirements. It is not realistic to replicate all of the intelligence and filtering that a trader using a screen...

Well you are all going to lose your shirts once the latest platform "screentraderf**uckertonica" goes on line soon.

Reuters is fine but RMDS via Radianz costs a lot of money.

What is required to run an ATS is an absolutely reliable and accurate data feed with reasonably low latency. Almost without exception, all of the internet feeds marketed to private investors are not good enough for the job . A pro-quality feed tends to cost about cost you $2-3K per month or...

Yes you can get a Radianz connection in the UK. Cost £1K+ per month for London and probably more like double this if you are any distance outside London. Latency and reliability will be pretty much as good as you can get at the moment.

If there is someone from IB reading this thread please can you explain why the software is forced to close each day? It makes supporting automated trading awkward and is not what I would expect from a professional platform.

What strings are attached to the $millions? How would I connect? i.e FIX via leased line or something else?

www.tickplusdata.com www.olsendata.com

Reuters, comstock?

They know that there is a problem with using the system over the internet and they also know how to fix it. All internet based brokers basically have the same problem at the moment. It's mainly only retail traders that use the internet and since they are not generally expected to make money...

What is the contention ratio on the two ISP connections?

Not tried it but it still does not solve the problem of gaps whilst the TCP/IP connection fails over from one ISP to another.

It's probably your ISP. IB's internet technology is not robust to ISP problems. Unless IB decide to improve this you will get disconnections from time to time if you are using it over the internet.

I think most the problems people report are down to the internet and ISPs. ISPs just don't offer the quality of connection needed for serious trading and IB's internet technology doesn't do anything clever to overcome internet unreliability. Hence, I suppose the problem is ultimately an IB...

I haven't noticed any instability problems and am running it pretty much 24 hours a day. It does have a nasty habit of disconnecting when used over the internet and IB needs to look at improving internet reliability and the ability to support multiple ISPs for redundancy.

How do you connect to IB? Leased line or via the internet? i.e is this a connectivity or local software problem.

Presumably you are using FAST for compression/decompression to and from the database? Interesting idea. What is you average record size in the database?

Sounds interesting. Another issue is that your FX quotes are only sourced from you but your data delivery technology is not that reliable. Any chance of getting your quotes re-vended e.g via Comstock/eSignal or DTN? I don't trade anything unless I can get accurate and very reliable data.

Most true arb is extremely competitive and you will almost certainly not succeed using standard retail brokerage over the internet. If you are serious then find a broker that offers server hosting and negotiate hard on comissions. For example http://www.gndt.com/technology/blackbox.htm