Broker for futures arbitrage

Hello, i've made a little ea that made scalping between 2 futures, doing an arbitrage trading (it always is hedged with the 2 futures, same contract, but different expiration), as you can see from the detail statement it rox on demo accounts (i've tested for little more then 24 hours and doubled the account), but i found it not working on live feed due to requote/delayed execution.

The question is, do you know any good broker that have a great live feed execution (also non-mt4 broker is ok, i can code the strategy on any platform) ?

Any idea would be appreciated, thank you very much.

(maybe this arbitrage scalping-trading is simply not possible in live feeds, i'm just asking to have some opinion from those who have experience in futures arbitrage trading)

Have you tried Vision Financial? Pretty robust API that might be advantageous to you.

Hi

Can you share your EA to this comunity? Maybe we can try this on ECN Broker with MT4 that don't have any requotes.

Thanks,

megainvest

Which futures do you use for arbitrage?

If you go away from MT4 you wont get the requote errors etc. None of the mt4 brokers are exchange members and all will run feed from a prime broker, so a delay will be created for the 3rd tier execution.

Futures is a centralised market, so if a price shows, and volume is there it should be executable. So whoever you are using for futures is cheating people into hedging into a dealing desk.

I've had very good execution with Open E Cry. I also hear the Amp trading using Ninja with Zenfire is fast.