Real Time True Tick Data Feeds and applications

V

vtptrader

Hi there.
Does anyone know an application with a good architecture code able to receive and process several messages in one second?
I mean, an application used in high frequency models using tons of real time tick data using a fast data feed. Would it be possible an application like this to receive and process say, 500.000 updates per second?
How much would it cost?
Any idea?

Thanks
Vpt Trader
 
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