Good broker for an arbitrage strategy and direction connection?

endian675

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I'm looking at arb opportunities between fairly vanilla cash products (one of them being an index future), which I would want to do via a direct connection, presumably FIX? Obviously a strategy like this is intensive in terms of round-trips, so can anyone recommend a recommended broker who offer this kind of connection combined with low charges? I'd be looking at doing between 50 and 100 trades per day.
 
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