Agreed. As a developer in the field, I confirm access is very expensive and the software base deployed is very heavy (custom protocols built over TCP and engine

Agreed. As a developer in the field, I confirm access is very expensive and the software base deployed is very heavy (custom protocols built over TCP and engines). Basically, if you go through HTTP (efficiency put aside) then you go through a broker. This adds up latency and voids any chance of HFT.