Just curious. Automated trading using computer software. Parse market data and place orders automatically through a computer program running in your machine. Is it possible to do that as an individual or you have to launch a full blow company? What exchanges will provide easy network connectivity (FIX, TCP, UDP, etc) for a mere mortal to trade using his computer algorithms? Forget Equities and go Forex?
You should assume the person doing that would have technical expertise with computers and software. Still without connectivity to exchanges nothing can be done.
Again: I don't want to use somebody else's trading tools. I want to connect to exchange for market data and order routing and do everything myself. Maybe that's impossible to an individual so I would have to reach the exchange through a third-party company. Still, I want RAW connectivity, meaning, I want a way to through a socket place and cancel orders and trough another socket (UDP or TCP) receive live market-data. I understand it will not be "real-time" but I am willing to pay a millisecond penalty. I don't plain to do arbs from my room, at least not in the conventional way that the whole world is doing. :)