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If you find one, please tell me!! I've been trying to find one for a while and can't find one. Other than FIX. But I'm concerned about performance and bandwidth of FIX for getting market data because it appears to be strictly a text and tag based protocol. That seems far bigger/less efficient...

I'm in the process of developing some custom software that will work with tick/quote futures data (currently considering zen-fire, but haven't decided yet) and would be interested in finding any information about algorithms, techniques, etc. regarding "cleaning" the data.

I'm looking to develop some custom software for trading and am trying to find an appropriate data feed/brokerage to handle what I need. This is the set of criteria I've come up with: 0) Looking to trade ES e-mini futures 1) Available via API from a Java application--whether directly...