How exactly are you comparing? Are you looking at two platforms side by side?
I had used Sterling in the past, and the proprietary software at both firms was slower than what I was used to, and the CPU and memory usage were through the roof. I'm still amazed by Sterling. It barely uses resources, and it's the cleanest and fastest platform I have used. I have also heard good things about Lightspeed, but I haven't used it.
Edit: I actually did a side by side with the proprietary platform at my current firm and the sterling demo a few months ago. I had a few proprietary windows open, and a half dozen level 2s and charts on sterling, with the craziest and busiest stocks. It was an easy decision after that.
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