Anybody knows brokers/firms which offer ultra-fast FX feed (OTC) via websocket? Possibly paid one? Would appreciate your suggestions.
Between 5 and 20 ms there is an eternity, if we're talking about 'ulta-fast'. And there's always the variable of the distance between your gear and the market data vendor server.
FIX will allow you trade most top FX liquid providers and with lowest latency. You can use open source fix engine http://www.quickfixengine.org/