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The key is to bring something to the table in addition to being able to code. Coding is easy, in general. That's why Indians do it for basically free. Architecture nd engineering are not. Be an engineer who can code, not just a coder, if you want to stick around for awhile.

Nope. Some countries have resources, many don't. Not changing soon

I earn twice this amount. But what's in it for me to share my non-russian account statements?

Changed with the Trump tax cut. Now I can only write off 50% :(

Ah, Rithmic API has that too (since version 10.1 or so). I personally haven't played with that functionality though.

Does level 3 even exist for futures? Are you referring to Dbo?

I use Rithmic Api (c++ R|API+) on linux for full depth futures. It's great! I typically notice a data lag of around 40-50ms from exchange timestamp to my residential internet connected workstation in Arizona. Obviously, would be lower if your closer , but that suits me.

You should probably say what you're trading...

Ib has a python api.

Python is plenty fast for most definitions of hft too... you just have to do it right. Check it out "numba" https://numba.pydata.org/ . Additionally, you can use one of the many c/c++ python wrappers out there for your execution time critical code. Odds are, the latency between the exchange...

If everything is highly correlated, monitor the correlation and run a stat-arb when it diverges. In theory, that should de-correlate your absolute returns (I think...I'm not a spreader).

5000 events worth of modern level 2 data (NQ): 4.2 seconds worth of data. Lots of change...fast. Hard to imagine how people still trade the book manually. You stare at charts like this long enough, you start seeing ghosts. I swear.

Because it sounds like you haven't even started it yet, and only have a vauge idea of what you want to do in your head. If I were to guess, your trying to get that number so you can multiply it by a probability of acquisition and than multiply that by a subscriptions fee....and than take that...

1) Why constrain yourself to the UK only for a software product? 2) See 1.

I actually think this is somewhat dangerous for people who dont think in a very nuanced manner. The nice thing about writing code is it (can) force you to be verbose and precise.

Nice, previous qualifier. Still would required some nyquist aliasing I think. Does this thing use bars or trailing hour?

Technically thats an unreachable condition anway, because you'd be recording new seven minute highs if you continued to trade above the previous seven minute high. Oh yeah...people use time bars.

Didn't this come out like year ago?

Okay, obviously, but the way you manage a trade is part of that expectancy.